Invest in a good razor. I'm a big fan of double edge safety razors. Expensive at first, but considering the blades are so cheap its worth it.
For starters, I shave after I've showered, that way the hair is soft and my pores are open. While showering use a facial cleanser, get all the crap off you're skin.
After that, use a good lather of shaving cream. One you start shaving covert each area three times. Once along the grain, once at 90 degrees to the grain, then one final pass against. After, wash your face with COLD water. This helps prevent razor burn. Throw on done aftershave and your done.
Shaving is an activity that should be enjoyed and a good shave takes time. Follow these steps and it will feel completely smooth.