I, personally, hate shaving my legs. It's an itchy, painful, uncomfortable mess, and my legs are never even perfectly smooth when I'm done - if I get, say, the chills, for example, and the hair on my legs stands up... suddenly, my legs are quite prickly! That sensation doesn't feel terribly awesome, either.
So, I'm perfectly happy to avoid it. When the weather warms up a bit, I'll probably pick something more sane - like ripping the hairs out with a sugar-based adhesive.
The things people do for vanity... Oi, humans are nuts. I suppose that's all a part of the beauty, though - and I certainly will remove that hair, one way or another. After all, my legs are two of my nicer features!