I can see not mentioning it to your pals... for some reason, if a guy says he shaves his legs, everyone automatically thinks he's a cross-dresser or something similarly "deviant"... though personally I don't see the big deal even if that were the case. But there are a number of quite "legitimate" reasons... such as in your case, or for those who swim or bicycle competetively, and so on. I've also known a few guys who simply found it more comfortable (I know that when I let my legs go for a while, such as in the winter, the hairs 'snagging' on things drives me insane).
Unfortunately, I know nothing about laser hair removal. I did have electrolysis done for a while, and that, in my opinion, was a waste of time. It was uncomfortable, took forever, and I didn't see any lessening of the grow-back, nor did it seem to take particularly longer to grow back than if I had used tweezers (this was on facial hair, like the eyebrows, obviously, not the 'private' areas.)
And indeed, as Roni said, very hot water can contribute quite a lot to the dry skin problem. If you have a problem with dry skin, go for warm rather than steamy-hot.
