Shaved legs are to the cycling what the mohawk is to punks. It looks pretty intimidating, though for everybody except for pros who get daily team-provided massages and ultra-disciplined amateurs who massage their own legs, shaving really doesn't do anything. I know a masseuse who will tell you that she can knead-up a hairy pair of legs just fine. Then again, pros and posers alike do crash, and cleaning and bandaging shaved legs is a hell of a lot easier.