For you, one depilatory may not be as good as another. A person who's prone to rashes and other skin reactions should probably check with a doctor before messing with chemicals, even though there are products formulated for sensitive skin.
You should also base your choice on the area from which you want to remove. For example, you should never use a cream designed for leg hair on your face. When it comes to the bikini line, pick something designed specifically for that area -- that's one place you really don't want irritation.
When in doubt about your decision, ask a dermatologist for recommendations.