I shave part of my face, but leave a mustache and a chin strap. Beyond that, I've got so much testosterone running through my system that it would be a completely futile task -- like, if I had a girlfriend who wanted me to completely shave my pubes, it wouldn't look right, because the rest of me is so hairy that it would just look like an unsightly bald patch. I had pretty thick chest hair at 15, and was shaving daily by 16.
Edit: a goatee and a chin strap, rather. Think Mr. Riker.