Never shave your eyebrows. You'll get ingrown hairs and it looks like a 5 o'clock shadow.
The best time to tweeze is right after a bath or shower when your pores are open.
If your skin is sensitive, try using a numbing gel before you start.
If you like the clean, thin, super model look, you can brush the hair in the direction it grows and trim it with a scissors. Not too much! 1\16" to 1\8" should do it.
For naturally sparse areas, use eyebrow powder, eye shadow or pencil to fill in. My favorite pencil for dark or black brows is Faber Castel Design #6325. It's a graphite art pencil that will last for years and the color is great.
Touch up once a week to keep your new look looking great.