One useful shortcut to shaving your legs at the beginning of the season, is to take a hair clipper to them first and get most of the hair off. this leaves much less hair for the razor. The razor doesn't go dull as quickly.

Also shave with the grain (down in the direction of the foot). It won't give you as close a shave, but will irritate the skin a lot less.

Don't forget to put some aftershave on them to deal with any unavoidable nicks. The stuff for your face works fine, but i prefer something like less perfumey like witch hazel, i don't want to smell like I just showered in cologne.