I don't think I could let my leg hair grow out that long to use an epilator on it, so I shave my legs. I use my epilator everywhere else except my bikini line and eyebrows (you can't use epilators on eyebrows anyway). I opted for a small one just to see if I liked it - I got it from Target, and it's called Emjoi OptiPro. I usually tweeze or Nair areas before (moustache, chin) and shave other areas (armpits, happytrail/belly, and arms). Now I epilate those areas.
Considering that I usually tweeze, I guess I'm used to the pain of plucking and it doesn't bother me, but the first 1-2 times I used the epilator, it did hurt because it was the first time those hairs were ever plucked and I was getting used to using an epilator. It's much easier now and it doesn't bother me at all. I'm still not going to use it on my legs for time purposes and probably not going to venture into my bikini area for sheer fright.