Always shave with the grain not against growth of the hair.
It's also best if you wet the hair or use shaving cream or gel.
Hot water also helps in softening the hair. Anyway, I always wanted to learn how to shave with a good old-fashioned bare razor blade aka "labaha" like the barbers use.
I once got too caught up on straight razors. http://straightrazorplace.com/
Bought a couple of henkel zwilling straight razors off the bay, and tried those. The learning curve, and materials to sharpening those aren't a walk-in-the-park easy. One could also buy a disposable "straight razor" handle which accepts a double-edged razor blade which you snap in half, dorco (korean) and feather (japanese) brands are locally available. A modern stainless steel "frioudur" zwilling is about 7K, an authentic badger brush is about 4K at crabtree and evelyn.
+1 on the hot water trick as recommended by the folks at straightrazorplace. It really does soften the stuble by a significant amount.
Nowadays tho, I'm too busy for gratitous grooming and thus use schicks that costs 45 bucks a pack of 3 hah!