I am very obsessed with safety razors. Been hooked on it for about 2 years now and haven't gone back: 1) save a ton of money 2) feel like I have that "best shave of my life" at least once a week. 3) local product I use is much better for the face.
It is definitely an adjustment, I'd venture to say it took me about 3 months of experimenting (shaving 3-4 times a week) before I was getting extremely close shaves. The best analogy I've heard is that using a safety razor is like driving a manual sports car. It's a lost art of being a man.
I started with a basic $20 razor and common mekur blades... But about a year ago I upgraded to Markur Futur, and more recently switched to Feather (japanese) blades. If you haven't tried the Feather blades, definitely encourage you to do so.
http://www.truefittandhill.com/catImages/large_MerkurFuturSa...