I've been thoroughly unimpressed by Gillette's razors, tried a "Mach 3" once, it felt too light and I'd swear that despite being completely new, it was blunt.
I much prefer my usual Wilkinson Sword "Diamond Protector 3D", it's got a beefy metal body and the blades (which I recently noticed now come with 3 blades rather than 2), always feel sharp for at least 5 uses (depending on how thick the stubble has grown). If I'm going to spend a lot of money on a shaving product it'll be an electric shaver.
As for irritation, get the method right and you will be fine:
1. Wash face with soap and hot water.
2. Apply foam, I find any foam works.
3. Using hot water to clear and heat the blade, shave 90 degrees to the direction of growth (never against the direction of growth).
4. Rinse using hot water.
5. Pad face dry with towel.
I'm surprised this isn't written down anywhere, like you're left to work it out for yourself. I initially thought cold water would make the hair stand on end and cause a closer shave, nope, just tears up your skin.
Edit:
And as for the ones that vibrate... Come on, what do you think that's doing for you?