First, in response to some queries I received, I know of at least one place that offers "threading" in Rio, though I am sure there are others. It's known as "depilação iraquiana" and the depileblon on Ataulfo de Paiva, 566 on the ground floor offers it for eyebrows, upper lip, face and chin. Prices between R$28 and R$50.
Below are the lists of male and female waxing services offered by a local salon. With translations, because it's embarrassing to walk up to the counter and have to POINT to what needs to be de-hairified. It's worthwhile to know that "virilha" means bikini line, and "normal" is actually fairly normal. "Cavada" is not an in-between; they'll wax you front to back but leave a little landing strip if you so desire. "Completa" is exactly what is sounds like. Pre-pubescent. And "modelada"??? Stencils. Think apples, hearts, bunnies, and lighting bolts, for starters.
The prices here are average, I think, for places that specialize in waxing. If you go to a beauty salon, it will generally be more expensive.
Click on the pictures to enlarge and read the translations...apologies to those who never wanted to know there were so many options out there!