I suggest a Venus or equivalent 4-5 bladed razor; the ladies razors have better angle for things other than your face in my experience. Get some good shave gel (Skintimate is the one I find works best).
You may need to apply a bit of pressure to get a very close shave. You may consider trying one of those hair removal gels for those areas too.
I find that until an area is used to be shaved make sure you apply lots of lotion when you are done.
I shave my legs nearly everyday and I shave upward against the grain to get a close shave, I do this on my arms too and it works well; I don't shave all of my arms, just the shoulder to bicep area... jedi pin up tattoo on my arm looks better when she doesn't have hairy legs