I have been using a DE for a few months now, and while it is probably the best shave I've had so far, it still leaves something to be desired. I can't really ever get a close shave, and if I try, I get really bad razor burn.
Would this have something to do with the frequency with which I shave? I only shave once every 5 days or so, trimming with my electric on other days.
I have a DE Merkur I use and I get irritation bumps if I don't shave at least twice a week (once every 3-4 days). Any less often than that, I get irritation bumps. Your shaving frequency may be causing your issue.
To answer the OP, multi-blade razors lift the hair from the skin before cutting it, and the remaining hair recedes back into your hair follicle. When the hair grows again, it curls under your skin. This is the most frequent cause of razor bumps.
I used to use a 4 blade Gillette turbo razor and would get crazy shaving bumps. My fiancee bought me a Merkur DE razor and I haven't looked back since. It is a single blade that cuts hair at the skin, so you don't have the same problem you have with multi-blade razors. I hardly get any razor bumps.
I've even cut against the grain and I still don't get any bumps. Your face feels as smooth as a baby's bottom after a DE razor shave against the grain.
But actually cutting the hair is only one aspect of the shaving experience that could cause irritation bumps. You also may have a dirty face prior to shaving. I always use a hot wash rag on my face for a few minutes to both wash my face and open my pores. Some people shave while in the shower or just after to ease shaving.
I also suggest using a badger hair brush and shave soap. Your trade-off is that it will take longer than 2 minutes to shave, but the quality of shave will be much better. The badger hair brush lifts the hairs from the skin, making it easier for the razor to do its job.
After shaving and rinsing with hot water (again to open pores), don't use alcohol as an aftershave! Your skin is beat up and you need to use a product that both cleanses and moisturizes. I personally use Noxzema as my aftershave. It cleans the skin and moisturizes it. It may or may not work for you, as Noxzema can be a skin irritant. I let it sit on my skin for about 5 minutes for it to work, then rinse it off with cold water to close your pores back up.
The whole process of shaving probably takes me 15-20 minutes, with the actual cutting part taking about 3-4 minutes. If you take care of your skin, you can definitely tell a difference.
Let me know if you have any questions about DE shaving.