I take two showers every day. After my sweaty yoga class, I do a quick soap and rinse -- just to get the Bikram stink off. At the end of the day, before dinner, I shower again and shampoo, shave etc. I shave my legs daily. I think most women do. It's a pain. I prefer to do it at home because I have a nice spot to prop my foot. Good ergonomics are key to a good shave.
For the most part I have relied on disposable razors. Every now and then when I've been presented with a more expensive alternative via a freebie (at a race or in the mail), I haven't been impressed.