I've long considered buying a straight razor, but to be honest they scare me.
I can't seem to use electrics, as no matter what I use, I can't make it past the "break-in" period where your skin has to get used to it. I end up with a red burning face 99.9% of the time.
I also prefer the closeness of stick razors, but I have a nagging problem even with those, where it becomes extremely painful to shave (mostly under the chin and anywhere else if I decide to go against the grain for a closer shave). I don't know what the problem is, if I have whacky sensitive skin, or just a retarded pain tolerance overall.
I have tried many different blade types (Sensor XL, Mach 3/Turbo/Power, the 5 blade versions, etc), a couple different brands (Gillette feel the best), and tried numerous shaving gels and creams, regular and for sensitive skin.
I can never use a particular blade type, gel, or cream, for more than a day or two before it becomes unbearable again. As a result I end up growing out for a few days and then shaving, because for some reason its less painful (shaving stubble every day is extremely painful) but I don't like the fact I am not having a consistent look. It makes me look like I don't take care of myself or something.
It's becoming a nightmare really.. I can use active shave with an electric and it tends to numb my face sufficiently enough, but I get sick of applying it all the time, then having to wash my hands again, etc.. I have never found a product that will numb me up for a wet shave, and I prefer to shave in the shower.