K.,
I can relate with your dilemma.It's hard to realize our babies are growing up too quick these days. My daughter wanted to start shaving around that age, her legs were getting pretty hairy and she was very self conscious. She too stopped wanting to wear shorts, or capris. She told me she had friends who had started shaving without talking to their parents first. One of these friends had cut herself.
Even though I was resistant to let her start I was glad that she confided in me. So,I finally gave in and let her. The first few times I had her put on shorts and I taught her how to shave her legs, until she felt comfortable doing it herself.
We too had looked into the electric razors, but decided to just let her use the little pink razors with the lotion srip on them. She is almost 12 now has been doing fine with shaving.
I think the hardest part for me was realizing that my baby is growing up more quickly then I want her too. When I was younger girls didn't start shaving until Jr High. Now, our girls are wanting and needing to sooner.
Good Luck!
S.