Electrolysis has worked for me. I inherited a free kit 8 or 9 years ago from a friend who found it too troublesome and painful. (I don't remember the brand or model name.) I used it unskillfully and it hurt like crazy, but it worked. I only did the front of my calves where the hair was thickest and darkest, and it became the sparsest part of my legs. I have pale skin and black hair, and before I did the electrolysis I could never get a clean-looking shave no matter what. Now I can shave only every other day.
If you've never had electrolysis before, I'd recommend trying a short session from a professional before getting a home kit, so you have some experience. I got part of an armpit done about a month ago at a salon which was having a discount for new customers (1,000 yen for a 10 minute treatment, or about 6 or 7 euros) and it was a revelation to learn how the pros do it. It still hurt, but nowhere near as much as when I did it myself with no experience. Apparently I didn't need to have been so aggressive about it.