Should women shave their face?

Cristina • Cancer survivor (Hodgkin's lymphoma); hobbyist photographer/editor; Archaeology student at Johns Hopkins University; 22.
A lot of female makeup artists/gurus have recommended shaving your face to have cleaner, smoother skin. 
I personally have some unwanted fuzz on the sides of my cheeks/jawline, but I'm wondering if shaving could lead to it growing thicker and quicker. Many makeup artists have said this is not the case with them, but does anybody know from experience? 
Otherwise, I've used Nair for my legs and it works great. Is the specific facial one just as good? 

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