How to get rid of black dots on my legs? (Photo)

Thanks for your question and posting a picture.  It sounds like you do not like the appearance of normal hair growth.  The only way to disrupt this cycle is a series of laser hair removal.To be safe, you should seek out a laser vs. IPL to help avoid complications.  Almost all newer lasers are safe for all skin types and have features built in (such as sapphire cooling tips) to make them more comfortable.  Some of the newer technology is also more efficient, allowing for lower energy settings to be used with better results and less discomfort.  With modern equipment, your treatment should only be mildly uncomfortable, but not painful.  We never use numbing cream for LHR.  We want our patients to be able to tell us if they feel pain or an unusual level of discomfort.We recommend finding an experienced and reputable provider in your area with updated equipment.  A consistent overlapping technique is the key to avoiding patchiness in LHR.   Calibration and power of the laser is important for a safe, comfortable and effective treatment.  Find out what laser they will use and if it is under a maintenance contract.  If their laser isn’t calibrated on a regular basis or is underpowered, your treatment may be painful or inefficient. After a series of 6-8 initial treatments, you may need a touch up every 3-5 years.  Best of luck.~

If there is a hair underneath, these are hair follicles. In this case, laser hair removal treatment would address this issue. The dark spots will absorb the light from the laser, with goof results. At times 2-6 treatments may be necessary to remove all the underlying follicles. 
Shaving and exfoliating can cause more irritation to the area. I would recommend laser hair treatment.