Use depilatory creams with caution as they are chemical hair removers that dissolve the hair just under the skin. Some people suffer a reaction so always conduct a patch test on a small area of skin and wait 24 hours.
Waxing is without a doubt the best solution, but is painful as you have already experiences. With time you will become accustom to the pain which will lessen with subsequent waxing sessions.
To be honest depilatories are not much better than shaving in terms of the frequency of hair removal sessions required.
I shave my legs and know from experience that hair does grow back quite quickly and seems longer, and may be ever so slightly thicker. But this makes little difference as I have become accustom to removing it.
There is a great back shaver available called the Razorba, which a lot of men have started using. You can at least shave by yourself in the privacy of your own home.
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