One thing of note for people getting welts while shaving their neck, go upwards on the neck to the bottom of your cheek, downwards for the face. It's not a universal rule but it helps me.
Much like Gid I grow facial hair at an alarming rate, and save my goatee I prefer to keep clean shaven. I've tried nearly every brand and type of razor (female included) and I find that I just can't get as close a shave as I desire with women's disposables.
I prefer the Gillete Mach 3 I got from my ex, but I use anything I can afford. Seeing as I've been shaving every other day for 11 years I've gotten my technique down, but one other thing to note is if you wash your face, or hop in the shower than get out and shave (for those not shaving in the shower) you'll generally get much less irratation.
Like NC said, we get years to hone and practice our art.
My father used electrics for the last 15 years of his life, as his hands were unsteady. I've never liked them, but he had some success with the middle - top end norrelco's if it's something you're interested in investing in. He wouldn't have been caught dead using one for former millitary functions though, but I doubt you have to get that close to your skin anyway.