If you're a guy who regularly shaves then either shell out the cash for a good straight razor or at least pick up a cheap one with disposable blades. I'm amazed at how much disposable and replaceable head razors go for when compared to the yearly cost of owning a straight razor.
Sure you'll get nicked and it takes a bit longer but you'll also have a much better shave that lasts longer and costs you a hell of a lot less.
The Art of Shaving is a good place to start.