I never tell people what they should do, I will only say what I do.
On my face, I use a Schick vibrating 4-blade razor and shave gel on my face, shaving against the grain. Then I rinse with cold water so I can feel any remaining bristly spots standing up, and I shave them across the grain.
On my chest and belly, I use Nads. The learning curve on Nads is tough, but with experience it works better for me than wax. Nads says use at room-temperature, but it's an Australian product and room-temp there is pretty warm. Microwaving it cooks and crystalizes it as it cools, so I heat it up in front of a space heater until it feels slightly warm on the skin. After I rip the strip off, I reapply it on my arm, and it works pretty good a second time. I also find that the strips work better after they have gotten a bit rougher on the surface from rinsing and drying, so I keep the strips, and new ones I rinse and dry before ever using them. I soak the strips in hot water to get the product off, and rinse off the last residue under hot running water. Then I pile them all up, wring them to get most of the water out and hang them two or three deep to dry.
On my legs, I use two roll-on hot wax machines, alternating the roll on, because using one only, the wax gets too cool. I use the same strips over and over again, 10-12 times.
On more tender areas, I use Veet cream. I've never tried it on my face, but I've heard some have had good results.