I have this problem also since I was 19 years old (I'm now 24).
I have tried many stratagies, but lasering has been my best option so far. It is expensive though and you need to sind the type of laser that works best for you - I spend a year going to a beautician who used a carbon substance on my face that was burned off by the laser and had miserable results. Now I go elsewhere and my new beauty therapist uses a different laser(think it's called Epilight).
Anyway using the COMBINATION of laser, Saw Palmetto herb and a cream called Surgi Hair Stop my facial hair is GREATLY reduced. I mean it's still there but much lessened.