• wet shaving - use of shaving cream or gel with a razor
• dry shaving - shaving with no lubricant or moisture
• electric shaving - shaving with a battery or electricity operated shaver
• waxing - use of wax that sticks to hair which you then pull off
• hair removal cream - cream that removes hair with no need for blades

Wet Shaving - This method has personally worked best out of all other methods, with plently ease and convenience. Buy shaving cream or shaving gel that is made by reputable manufacturer, many cheap ones leave my face dry and irritated so I advise to stay far from them. Without a razor there's no point in trying to wet shave, so get a set of diposable razors or another with interchangeable heads. You also can't hold back on the price them, you can find your face in spots from cheaply made blades. Use the disposable ones and throw them away, same goes for your shaver with interchageable blades - change them often! You first apply shaving gel or shaving cream to the area you want to shave, leaving out all the other parts. Don't cover your whole face if you only intend to shave your beard for example. Stand in front of a mirror and place the razor on your face and slide it along the surface of your skin. Make sure you shave in the opposite direction of your hair growth, this will make the whole job easier and cuts hair closer to the skin. You can literally continue this method, clearing the shaving cream at the same time. Wash tyhe head of the razor every now and then to clear any hair clogged up between the blades
Dry Shaving - Many people who have mild skin problems or who allegic to shaving cream tend to dry shave. You use the same method as wet shaving but with no cream. Place the razor along the surface of the skin and cut away the hair you want to remove. I do not recommend dry shaving as it can damage your skin and cause in-grown hairs to form. Because of the lack of lubrication, the hair lends to curl under the surface of the skin causing a spot or boil to occur. In some bad cases, it can leave the whole area you shave covered in boils. When the boils are popped, a hair strand tends to pop out with it. If the hair strand is still left under the suface of the skin when it heals, the spot will re occur. Dry shaving is just not worth the risk.
Electric shaving - This is a very convenient way of shaving, with little maintenance, portability and ease of use, electric shaving is a very popular method used by many men to remove facial hair. They are normally powered by a motor with a moving head that cuts away hair, they can either be plugged into an electric socket or are battery operated. They make good investments as you don't have to repeatedly by new razors. If you want precision shaving, make sure you get one with a flat head which will allow you to cut sharp lines. If precision is not an issue then I recommend getting a shaver with rotating heads. These allow you to easily get real get to the skin and do the job real quick. You can also get them with adjustable heads and with different cutting blades, some including precision blades too!
Waxing - Using this method can be very painful but still some people out there prefer to use it. Waxing takes the hair off closer to the skin than most other ways. It employs applying hot melted wax to the area of hair you want to remove. When the wax drys and hardens it sticks to the hair, you then rapidily pull the wax off and the hair comes off with it. You can get home kits or go to a waxing or beauty salon to use this method. I recommend getting it done professionally because doing it at home can be messy.
Hair removal cream - This method uses a cream with chemicals that react with hair. Hair removal cream is applied to the area of skin you want to remove the hair, left for a few minutes and then washed off. The reaction causes the hair to fall off and despite any worries, it is a safe method. Some people are very sensitive to using hair removal cream but most times it is the brand of choice. 
So now you know how to shave, its very easy once you get the hang of it. Before you know it, shaving will become a part of you daily routine and you will find which method works best. Happy shaving!