If your hair gives you bumps when it grows back, it's probably an exfoliation issue. Exfoliate well, and twice a week.
However this might not work on the thighs. The skin there is so much thinner and more sensitive I just couldn't even bear to use the epilator on them. A man's hair on baby skin. I think waxing is the only solution for that.
Also, the quality of the epilator is important. My own epilator was pretty much medium grade, and it wasn't enough. Not only did it break down after just ~20 uses, but it was ineffective. Whenever hair was stronger, it just kept on pulling it and releasing it (hurts!) without really taking it away until it pulled it like that several times. Sometimes, the hairs didn't get removed; they broke in two beneath the skin, leaving me with nasty ingrowns.
Oh yeah, and clean your epilator between uses. Might bring bacteria etc. on your skin when you remove hairs, which might cause pimples.