One of the most common ways to exfoliate is to use a scrub during your shower or bath. Physical exfoliators have grain-like beads that act as the exfoliating agent on your skin. When looking for a scrub, look for one that uses sugar or another natural product. Stay away from any scrubs containing plastic beads; these can be too abrasive on sensitive skin. There are various scents and colors to choose from.
Dry brushing (using an exfoliating brush on dry skin) can be very effective at stimulating blood flow as well as removing dead skin cells from your skin as you scrub. If you don't like the idea of dry brushing, you can use exfoliating brushes and sponges in the shower on damp skin. Another great option are exfoliating gloves which feature fibers that have the same function as the bristles of exfoliating brushes.
Many people use chemical exfoliators on their body as a less abrasive alternative to physical for removing dead skin and giving you smooth, supple legs. Try an AHA, such as lactic acid, with a low percentage to start, any higher and you risk doing damage and irritating the skin. Also only try this once every two days or so to start, again to avoid irritating the skin too much. Once your skin becomes used to it, then you can start doing it more often.
As with any new skincare routine, be gentle and patient with your skin. Chemical exfoliators, when used correctly, can be great for your skin and far less damaging than using a scrub. Use them wrong, however, and you can be left with raw, itchy, irritated, flaky skin.