Shaving Gel This lubricates the skin so that the razor catches the hair not the skin. The shaving gel doesn't need to be fancy or expensive. Any men's gel at the grocery will do.
Fresh Blades A new blade has a really smooth surface that makes a very clean cut. The older the blade the rougher the edge thus the rattier the cut. Try the Mach 3 razor by Gillette.
Moisturize Always moisturize after shaving to lock in all that smooth beauty you just created. If lotion stings try a bit of grapeseed or apricot oil. I really like the Aura Cacia brand (available at New Seasons).