I used to shave, but shaving cuts the hair so that it loses it's nice fine tapered end. So when it grows out, because it's cut at a thick part of the hair, the hair looks darker and is rough.
Back in 1996 I saw on our Shopping Channel here something called "Alexandria Body Sugaring". I ordered it and have been hooked on it ever since. You can now buy it in the drug stores, at least here you can.http://alexandriabodysugaring.net/
It really doesn't hurt! No different than tearing off a bandaid really quickly.
I use it wherever I have hair that I want to get rid of including underarms. The only thing it doesn't really work well on is coarse facial hair. It will remove the fine ones, but the really thick kind it doesn't do well with. For those types I use a home waxing kit.
What I love about body sugaring is that if you apply it in the wrong spot IE: your whole eye brow by mistake, you can just wash it off and reapply it. Plus it is warm not scalding when applied. And if you get it on your furniture or carpet all you need to do is wipe it off with a warm wet cloth. The results are weeks of hair free-ness, and when the hair does grow back again it isn't as noticable because it's growing out with the fine tapered end instead of a blunt cut at the thick part of the hair shaft.