I'm on some serious metrosexual shit nowadays - pre-shave scrub with some Neutrogena for Men shit (mad cheap in the J&J store), then - AND THIS IS THE IMPORTANT PART - get a wash rag as hot as you can motherfucking stand it (I dip that shit in boiling water) and hold it to your face for a few minutes. It'll make your hairs stand straight up and make shaving a breeze.
Of course, go with the grain and all that shit, etc. etc.
And pop a valium or two, I guess?