Straight razors are great. The shave’s not necessarily closer, but it’s smoother and lasts longer. Don’t do it more than every two days, though, and never in a rush. You want to take some time—pour yourself a whiskey, put on some cool jazz, and pamper yourself.
Get a good razor—anything less than $100, you may as well scrub your face off with Brillo. Shave at the sink, not in the shower, and keep a hot towel ready.
Start with a pre-shave oil or cream, and apply it with a badger hair brush to pull the hair away from the face.
Next, brush on the shaving cream—I like the tube kind—and start on the cheeks, going with the grain. If your skin’s tough, make a second pass with or against the grain; I go against, but see what works for you.
When that’s done, put the piping-hot towel on your face, splash on after shave, then spin the towel to get it cold and slap it on your face. Apply moisturizer afterward.
And don’t be a scaredy-cat, have fun with it. You may cut yourself up a bit, but you won’t kill yourself—well, unless you’re an asshole, get drunk on the whiskey, and fillet your neck.