I've used everything from the high priced named brand multirazors, electric, straight, and cheaper club razers. Personally, a great straight razor shave is literally the best you can ever get. It take a while to get used to, can't go in it cheap, and takes a little longer to preform, however you can go a little longer between shaves.
Anymore, I use a safty razor. It's pretty close to the same quality as a straight razor but a little quicker. It's a single blade, disposable razor, with a safety guard that protects you a bit more. They aren't called cut throat razors for nothing. Make sure though you use a good quality shave cream and aftershave / balm.
This is what I use:
http://www.classicshaving.com/parker...l#.VvdvCfkrKUk
http://www.amazon.com/Col-Conk-Shave.../dp/B0071B7XCO (This might be a 2 year supply lol)