Today is my 3-year-old son's first visit to the dentist, so I found a few social stories on the topic. I read him the first story listed below, and then showed him the dentist office photos found here: http://daily-autism-freebie.blogspot.com/2010/11/dentist-appointment-photos-good-for.html and explained to him what was happening in each picture. He actually seemed a little nervous after reading the first story, but after looking at the photos linked above, he seemed excited about going. Of course, each child is different, so the first story might work better for your child.
Story 1: http://leechbabe.files.wordpress.com/2008/08/dentist-social-story.pdf (written with a specific child's name, PECS images)
Story 2: http://www.handsinautism.org/pdf/StrategyAtWork_VisitToDentistSocialStory.pdf (includes photos and clip art)