I too have tried Veet and have found it to work pretty well---I am just bad at keeping it in stock at home and I am usually in a rush in the morning and too tired at night.
The best thing that works for me now is a product called Razor Sharp from Philosophy. For quick shave jobs it works well alone but when I have time I use a sugar/salt scrub first and then shave with the Razor Sharp. Before I found this stuff, I found myself 1-2 days between shaves but when I can do the scrub and the Razor Sharp I can go 4-5 days.
Now this isn't at the local Wal-Mart and it seems silly at first to me why I can keep this stuff in my home rather than the Veet but with that said...a tube of Veet lasted me for 2 maybe 3 times. A little Razor Sharp goes a long way and so does a big tub of sugar/salt scrub. Here's the website where I get this stuff. They offer free shipping a lot of times and it comes priority mail and I usually get it in the mail on the second day---Very fast. They have lots of other great skin products as well.