I am thinking of trying but not sure which way to go...any thoughts? I have a moderate pain threshold.

Which bits?

legs and bikini bits

I would recommend sugaring or soft wax, which meas no paper strips used to remove. The wax is removed by hand. Much less painful and better for your skin. Look to see if you have any European Wax Centers in your area.

I've never tried sugaring and I developed a wax allergy at 12. I'll have to try sugaring at some point.