If you want to shave your legs, it's best to do it at least a few hours before you apply your self-tanning lotion. Shaving can help exfoliate your skin, but can also cause irritation which will affect the tan, so always use a good shaving cream or gel. Generally, you don't want to shave for at least 24-hours after applying the tan, as this can remove it. As such, make sure you factor both into your weekly schedule, so they line up appropriately.