I use the relatively new Gillette Fusion Power razor. It has several blades and vibrates; It gives me the closest shave I've ever had. NOTE: There is also a non-powered version (no vibrating) and it doesn't do as good a job. If you're thinking of trying it, pay the extra couple of bucks for the power version. You won't be disappointed.
I use my blades for 12 shaves---more than what you're supposed to, but I don't have problems with razor burn or ingrown hairs, so I continue to use it that many times.
There was a great article on shaving in Details a month or two ago. Now I follow their advice and shave twice; once downward (following the grain of the beard) and once upward (against the grain). Takes only a couple of extra minutes and, at least for me, gives an ultra-close shave. I used to have to shave again in the evening when going out, but don't have to now that I double-shave. Try it! Seemed like a lot of bother the first time, but now I wouldn't shave any other way. You won't believe how close the shave is.
And while I'm at it, I highly recommend Zirh shaving gel. It doesn't foam, so you can see exactly what you're doing and what you're leaving behind. You use a very thin layer of it, so the razor stays close to the skin. Smells wonderful, too.
In fact, the entire Zirh line is fantastic. The face wash (called CLEAN) is to die for. The scent alone is worth the (admittedly steep) price of admission. Here's a link.
Founded in 1995, ZIRH is a premium grooming brand that features high-quality skincare and shaving essentials designed for men and life’s everyday challenges.
www.zirh.com