I tried Nair but it simply didn't work. My hair may have been too coarse or dense but it didn't work for me.
I've tried waxing as well but it didn't last very long (a little less than two weeks before the hair started showing), was very uncomfortable to get done, was relatively expensive, and resulted in more ingrown hairs than you can possible imagine. It was extremely difficult to shave after the hair started to grow back for probably two weeks or more due to the ingrown hairs and general follicle irritation.
Shaving in the shower is, by far, the best solution for me. Others may have different experiences of course. If I've stopped shaving, it usually takes a couple of weeks for my skin to get used to the regular shaving again - but once it does I have no problems.