I've been shaving the 'peach fuzz' off my face for, I dunno, twelve years or more. It's a good idea as a subtle thing that'll help you appear more masculine, 'cause even though people don't really notice the fuzz, it makes your face look softer.
I'd say the hair on my face is thicker and more abundant now in general. If most of the hair wasn't fine and white it'd be a thin beard. I've also got a few little pencil-eraser sized spots (most of them on the right side of my face) of beard-like hair, and a little line of the same on the lower edge of my chin, where I've got a scar. They're not a beard either, but those hairs are coarse and some are black or bright red and quite visible, and I have to shave 'cause they're noticable and silly-looking if I don't, like old-lady face-hairs. I like having and shaving them -- I can scritch my lover with my stubble.
Probably it's more genetics and age than from shaving, I am in my early thirties and am really hairy even without T. But the little beardy patches weren't there when I started and the fuzz is more like hair than it was, but is still just fine fuzz. Chances are this sort of thing is the most facial hair shaving can give you, and isn't going to be a very satisfying difference.