King Damager
This is what I'd go for:
Muhle R89 (
http://connaughtshaving.com/mur89.html)
Nice razor, not too aggressive, not too mild. Looks great and the build quality is better than Merkur in my opinion.
Vulfix 660 brush (
http://www.shaving-shack.com/progress-vulfix-660_pure-badger-shaving-brush.html)
Great little brush, what I started with and even though I have others now I still use it
Blade sample pack (
http://connaughtshaving.com/popular.html)
Some great blades in this pack. I like the Astra SP and Gillette 7 o'clock. This is probably the biggest variable and it's important to find a blade that suits you. Sample packs are a great way of doing this.
Soap, there's loads to choose from. Proraso is great, and often highly recommended (
http://connaughtshaving.com/prorasosoap.html)
I'd get an aftershave balm too, I use Nivea Replenishing balm, you can get this everywhere.
Watch some tutorial videos too.
This kind of set-up has improved my shave immensely. Hope this helps.