Depends on your style and comfort. If you like the hairless look, do it. If you don't like shaving, don't. If you're curious, try it out, it will grow back if you decide that you'd rather not shave. Your call.
EDIT: Because the post above me went there, as for "other" areas; best to do what your spouse likes (yeah, I'm holding out hope for monogamy and marriage, so sue me), unless it really discomforts you. Might be going out on a limb here, but a good indicator would be "What do I want on them?", chances are, that's what they want on you. Or, if you're really concerned, ask.