I shave right now, but at some point if I can ever afford it, I totally want to go for the laser removal. I know it takes a few sessions to be permanent, but OMG to trade for never risking slicing my f'ing leg all up anymore.... YESSSS.
BTW, I find the GOOD (non-disposable) Schick razors actually DO help. They have these wire guards running perpendicular to the blades so it's a lot harder to nick yourself.
I try to shave as best I can. But my leg hair is very fine and very blonde. D: I usually end up missing huge patches of hair because of how fine the hair is. The razor doesn't always get the hair... I can go over a spot multiple times and still not get the hair.
The blonde works out though because it makes it hard to see unless you're inches from my legs. xD