whatswrongwith

I give up.

I'm 20, and ever since I started shaving I've never really had good results.
For context: I have very pale skin and very dark/think hair on my legs.

When I try to shave, I never get a completely close shave (all it takes is a little cool breeze to give me goose-bumps: black spikes out of my legs). Also, since my skin in a little sensitive I also get razor burn instantly. Actually, my stubble causes irritation on my legs the second it starts growing (which is pretty much right away).

So, now I'm trying waxing. I had my second treatment a few days ago - and yup, like before, stubbly and my legs are covered with red bumps. To top it off, since my hair is so thick and dark I also have 5 o'clock shadow going on.

Is there anyone who has this problem? And how do you deal with it?
I've heard that waxing can take a while to really get the best results (as in, actually smooth skin for once in my life) - is this true?

Thanks