Shaving does make your hair grow back thicker and darker. Maybe not on men, but on women, it does. I shaved my upper lip hair when I was a little girl, 'cause I didn't know any better, plus I was going through puberty; which sucked, 'cause it happened very early, but now my hair grows back thicker (It's not the little hairs that's left over either), and what's worse is that I'm a brunette with tan skin. So, now I have to keep on plucking the hairs off my upper lip, so I don't end up with a Mexican mustache, but plucking does help actually. A lot.
When you shave the opposite way of how you're really supposed to shave your body hair, then it will actually stimulate more of your hair follicles than usual, I guess. Stimulation does help things grow more quickly.