WAX!!! It's best, and although a little painful the first 1000 times, the positive effects last for a month at least. A little discomfort goes a long way. As a man, if your natural state is yeti-like though, you may want to go for the nair to avoid flaying yourself alive.
Shaving is the worst. Bad for tender skin, and often leaves unsightly, red, bumpy marks. Btw... am assuming you aren't talking about your face... more like chest, legs, etc... I know men wax their unibrows, but have never heard of a man waxing his face. Could be an interesting experiment.