Always make sure your face is warm, this is a given. Never shave when first waking as the face is puffy, best to do it at night if you can get away with it.
Technology is so far advanced now that the fact of the matter is aftershave does not even sting my face (quite a nice sensation actually) anymore, even though I get a super clean face. The fact is shaving is a bit easy nower days provided you are prepared to spend a few quid in the first place.
Pay cheap for 'blue 2' disposables and the like, then fair enough, its your face.