Other tips:
Use a face cleanser with Glycerin - it will make your skin softer, smoother, with better self-lubricating properties.
Use a (properly maintained) straight razor. Sure it'll take you (what feels like) two hours a day to shave and care for your blade, but you won't get a closer, more comfortable shave.
And some people just have particularly sensitive skin, you may not ever be able to get a routine comfortable shave every day. If so, either shave with the growth (not as close, but a lot less irritation) or shave every other day. I can't get a clean-shaven look shaving with the growth, so I go against it every other day immediately after taking the hottest shower I can stand. M3 Power, Edge gel for sensitive skin (going to try king of shaves next time out), Noxema Triple Clean face wash in the shower - no irritation, and a blade usually lasts for 3 shaves (almost a week)...