I'm an epilator fan! I've used one on my legs for years, and a couple of years ago plucked (excuse the pun!) up the courage to use it on underarms and the stronger hairs on my upper lip and chin. Honestly, after the first few times of coping with watering eyes and pain it really does get better
When I use it on my legs it's more like a tickle, and underarms are much more bearable now.
For my face, I use facial wax strips from Saisburys about every four weeks or so and then either epilate or pluck any stronger hairs that the wax doesn't remove.
I'm not very dark-haired, though, so maybe this wouldn't work for those with more of a problem...I feel your pain!