Wow, I'm surprised more people don't tweeze...
Just my opinion, but I think tweezing is by far the easiest, cheapest and least painless method.
Of course, you have to have an idea of what the brows should look like, and it took me a long time to find the shape that works best for me, BUT once the brows are mostly in the right shape, it just takes a little attention every day or so to keep them that way.
After a short while, tweezing does NOT hurt. I've been doing it for 2-3 years now (I used a razor before that) and I can honestly say that it's just about painless for me (the follicles get "used" to being plucked, I guess). And this is coming from someone with sensitive skin -- I can only take a half-hour electrology session at a time (8 times a month to make up the time). My electrologist has even told me that my skin gets very red compared to her other clients.
If you go this route, at least invest in a good tweezer (spend $6.00). Also, surgical scissors are good for trimming the brow hair length. Doing it right after a shower (when the pores are open) is best, and I should say that it was uncomfortable at first, but after a while it's a cinch.
Send me a message if you want to try it and need some tips on shaping.