Quite awhile before I began HRT I bought a Braun Silk-Epil Xpressive epilator. I had grown really tired of having to shave my legs chest abdomen etc and deal with the itchy regrowth, razor burn, and obvious stubble within a day or two. The first couple of times it WAS pretty irritating, (but I wouldn't call it excrutiating) and took quite awhile, but I loved the results. Super silky smooth skin. Again, this was before HRT and as a result I had to epilate every week because hairs started coming back pretty quickly. I exfoliated after and between epilations, but I found that after a few months I was still getting lots of almost pimple-like red bumps all over my upper thighs that were being caused by ingrown hairs. My legs started to look awful, so I stopped epilating and went back to shaving.
Soon after beginning HRT I decided to try the epilator out again because my skin was changing. Lo and behold, no more red irritated ingrowns! I only have to epilate once every few weeks now, and most of the hairs come out so easily I can barely feel it at all. I tried the epilator on my underarms once, and ONLY once. THAT hurt like hell, and I even bled. I tried it on my face, and while it pulled the hairs out just fine, it simply hurts too much to do it. I was half-considering getting my face waxed, then going to epilating as the hairs slowly come back in.
I'm really quite satisfied so far with my Braun, although I must say my body hair has never been super thick and is very fine. I'd imagine with thicker, coarser hair that maybe it wouldn't be so great. You really also need to learn the right tecnique with an epilator; if you don't hold it at the right angle, or move it too quickly or in the wrong direction you will likely miss hairs or break them off instead of pulling them out. Also, never go with a rechargeable epilator... definitely not enough muscle and imagine getting halfway done one leg and then zap, the battery dies.
Also, perhaps starting out on your chest and abdomen wasn't the best area to get used to epilating. I personally found that the "beginner" and "intermediate" caps with their "massaging rollers" were more of an annoyance than a help so went straight to the "pro" cap.