As with most guys, I shave. I have been shaving my face for over 20 years. I started using an electric razor. I then moved on to a fixed blade because I prefer the feel.
I've rarely changed my facial hair style. For the longest time I shaved all of my facial hair, with the exception of trying out a mustache for about a year when I was in college. It was a very unsuccessful experiment.
About 8 or 9 years ago I decided to grow a goatee. It actually worked, even though it took a bit for it to grow in properly. I have flecks of blonde and red hair in my goatee, and where the blonde bunched together it almost looked like a bald spot from a distance. But I liked it and my wife liked it, and thus it was all good.
Recently, I decided to shave the goatee but keep the mustache.
The result... is odd. My chin is so cold! Also, my daughter was in the habit of grabbing my chin hair and now she has nothing to grab on to. But the worst thing is that the skin around my chin is so sensitive! Shaving irritates the skin there. Also, I can't seem to get all of the hairs properly. I'll shave then I'll find plenty of spots that I missed.
I am sure that my chin will become "rough" and insensitive to shaving like the rest of my face eventually. It will just take some time.