I've used one of my fathers safety razors on and off for years, no idea what it is, recently the thread holding it together gave up so I picked up a (60's ?) adjustable Gillette off fleabay. Kinda ok but the adjustability versus blade clamping bit seems a bit at odds with itself. That said, it shaves fine, just have to adjust it so it's acute enough to remove longer growth and cut in on sideboards/beard, without nicking. Curiously my father's was set bang on, so I'll have to fix it somehow
Apart from the stupid expense (IMO) the mach3 stuff works fairly well, but not with more than about 4 days growth or cutting around the aforementioned facial fuzz.
Pulling the skin tight so that the hair lifts up helps quite a bit (irrespective of razor). Must admit I usually just use bog standard washing soap and make sure it's well-wetted, nothing fancy.
Try not to shave over the same area too much, it may just irritate it – at least, it does with me, tho' I find I can only wet shave mebbe twice a week anyway – more frequent than that and I get irritation, tho' I could shave most days with a foil razor.
Getting one or two small nicks I'd expect, shouldn't really be missing bits tho'.
Shaving *against* the grain will cut off a lot more, but it may a bad idea 'cos – at least in my case – the skin grows over the follicles, so the hair grows under the skin and/or causes zits ! (I suspect the hairs on my neck grow a bit more parallel to the skin than on some blokes, IYSWIM)
I've toyed with the idea of getting a straight razor, but if you don't get the stropping right you can bugger 'em up..