What can I do to shave my legs more effectively?

I've been using Gillette Venus for ages now, i know these blades do have a hefty tag but they are really worth it!!! I suggest that you buy them once again and your problem with stubble hair will be over. Whenever i've used a different brand the stubble always reappeared after few hours!!! You said you have really pale skin so most probably you're very sensitive and should be more cautious about what brand you use in order that you don't do further damage!! Maybe you can also go to some pharmacist and get some proper advice or else from my experience as already told you just start using once again the venus gillette!! good luck babe :)