I shave as well, but it gets to be a hassle and I have to do it quite often. With brazilian waxing, i've heard that before you go in to take two regular pain relievers a couple of hours before to keep the nerves from being so receptive to pain. Make sure that the hair isn't too long, but long enough to be removed with the wax. It can last for up to two months, which seems pretty great to me because I don't always have time to shave so often. Laser removal seems like it would be more painful than waxing, as well as being quite expensive.