TL;DR version: If you're tired of your cartridge razor pulling at your hair or having to pay way too much for your cartridge razors, you might want to give wet shaving a try. Wet shaving will give you a smoother, closer, more enjoyable, and more comfortable shave than any cartridge razor, at a fraction of the cost.
By "wet shaving" I am talking about shaving with a single-bladed safety razor or straight razor (focusing more on safety razors for this post). Shaving with a single blade requires shave cream or shave soap, and a lot of water (hence "wet") in order to get a close, comfortable shave. With a little practice, this technique will give you the smoothest and most comfortable shave of your life.
Most of you shave with something that looks like this. Although they are okay at the start, cartridge razors often give users a lot of tugging, pulling and discomfort after a couple shaves. Think about the commercials, they tell you that some of the blades pull the hair up for a "closer shave." They practically are telling you that the razor will pull at your hair rather than cut cleanly. This only gets worse as the blades gets dull, and after multiple uses shaving becomes more like pulling the hair off your face.
These are safety razors. They are NOT straight razors. Safety razors use a single razor blade, typically double edged, in order to get the closest and most comfortable shave possible. Safety razors use some kind of guard near the blade (hence safety) and hold the blades at an optimum angle to cleanly cut the hair without "tugging" or without cutting you.
I know what you're thinking: How can a single blade possibly shave as well as 3, 4, or 5 blades? First of all, it only takes one blade to cut hair. any more than that increases tugging, pulling, and skin irritation. Also, having multiple blades to pull the hair up and cut it increases the chance of causing ingrown hairs, as the hair can be pulled up and then cut below skin level. Ultimately, it only takes one blade to get a close shave.
This is a straight razor. It is simply a single, surgical-sharp razor blade. With proper use straight razors will give you an unparalleled smooth shave. However, they do require a greater level of skill than safety razors, and it is usually advisable to start with a safety razor.
I mentioned cost earlier. Double edge safety blades are sold typically in 100 packs for about $10 per 100, depending on the brand (I buy my astra blades from Amazon). I typically use 2 blades per week of daily shaving, so assuming 4.5 weeks per month that's $.90 per month. Gillette claims that their fusion pro-glides can be used for a month (in my experience it was always less than that but we'll stick with that claim). A 4 pack of pro glides retails for about $20. That means that you're spending about $5 monthly for cartridges vs less than a dollar on DE blades.
One question that always surrounds wet shaving is simply: Isn't it dangerous? Well, whenever you are putting a razor blade on your face you can cut yourself, doesn't matter whether it's a safety, straight, or cartridge. There is a definite learning curve for using a safety razor, but after only a few shaves you can expect to get close, comfortable shaves that only get better with practice.
In short, wet shaving will give you a perfectly smooth shave, cause less irritation and discomfort, and save you a lot of money in the long run. It can also be far more enjoyable and even help to break up the monotony of your morning routine. Thanks for sticking it out to the end of this post, and if this post gets enough attention I'll post a follow-up beginner's buying guide to help you all get started.
Edit: As promised, here's the beginner's buying guide http://imgur.com/gallery/BkK9E