Get the right razor 1
When it comes to getting the closest shave, it's about the razor. Look for one that's designed with three blades and that comfortably glides, like Venus Quench Shave Quench Razor ($13). It also comes complete with shave gel bars, so all you have to do is add some water for a light lather and a smooth shave. Also, make sure the blades are fresh!
Shave in the shower 2
I always shave my legs in the shower. Why? Not only is it easier for you to position yourself (not to mention a lot cleaner) but standing in the shower for a few minutes also helps soften your skin, making it easier to have a smooth, close shave.
Use shaving cream 3
A lot of chicas I know like to lubricate their legs with some conditioner before shaving, but I find that it tends to clog up my blades. Instead, I like to massage a rich shaving cream on my already wet and clean legs, like Kiehl's Simply Mahvelous Legs Shave Cream ($16). It helps keep legs smooth and moisturized for hours.
For sexy, summer legs, add a gradual self-tanning lotion, like Jergens Natural Glow Revitalizing Lotion ($9). It gives the illusion of more toned legs.