Building large, beautifully shaped legs is a matter of training them correctly.  This includes both rep ranges and the correct exercises in the proper order.  If you're looking just for size - a simply mass building squat program will do.  But if you're looking for legs that will have the opposite sex stopped dead in their tracks to take a look at you, then you're going to need a little bit more precision.  

The leg muscles bear much more stress than any other muscle group in the body.  The support the entire weight of your upper body and have to have the strength and force necessary to propel you at running speed.  Needless to say, they are used to a lot of stress.  In order to get them to respond to any type of training routine, we have to up the intensity if results are to be desired. 

The leg muscles respond best to medium weight and high repetitions - like stated above they're used to a lot of stress from walking around all day long.  This means you really going to have to enter into the "pain zone" to get the best results possible.  The first exercise you should perform is the squat or leg press - both large compound movements that utilize the most muscle groups as possible. 

These exercises allow you to stimulate the most amount of muscle possible because the most weight can be moved with this exercises.  Compound movements should always be performed first in any training routine because you want the body to be fresh - you'll be able to do more work and thus stimulate more muscle fibers.  Make sure you perform the exercise throughout the full range of motion - you'll get the best results when you perform each rep in this fashion.  When you complete the set your legs should be on fire - they should be burning to the bone.  This is how you know you're working the muscle completely. 

The second exercise you should do to hit the quads is the leg extension.  The amount of weight used on this exercise should be moderate at best - the goal is to really burn out with this movement.  In short, you should imagine this exercise carving out the quad muscle, etching in the separation between each muscle group.  The leg extension should be performed to absolute muscle failure, making sure to squeeze out every last repetition. 

The third exercise you should include in your leg blasting routine is the leg curl.  This exercise really lets you isolate and focus on the hamstring muscle.  The weight with this exercise should be kept moderate at the highest, and every effort should be made to "squeeze" the muscle at its highest point.  This is the point at which you'll stimulate the most muscle to grow. 

Next, finish up with the lunge.  The lunge hits all the muscles of the upper leg and will put the finishing touches on any set of legs.  Remember, this is about building shapely legs, not just tree trunks - the lunge will for sure help to really carve out and define each muscle group. It helps too if you do this exercise with weights in your hand.  Find a place where you have a long strip to walk and start lunging, try going for a hundred yards, I'll guarantee you that your legs will be on fire. 

By the time you finish this routine your legs should feel as if they are jell-o - there should be some sort of fatigue felt by them.  Both walking and maybe even standing should feel somewhat difficult.  This is how you know that you worked out intensely enough.  If you feel that you can just go about your day then you haven't really worked out as hard as you should have.