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I too feel the need to recommend safety razors. It's funny to me that it's a hobby to some chaps, but the upside of that is that there's actually a lot of information out there for it. I never even thought about it, but there's reviews even for the razor blades.
I realise this thread has reached its conclusion already, but it really is much better than your typical multiblade, and if you start with a "mild" razor, and watch a video or two on proper technique, you'll probably not actually suffer any injury.
I've only really been using one regularly since about March, but I can reliably shave even my head completely smooth with no hassle at all. You definitely have to go a bit slower than a Mach3 but not so much that it's an inconvenience. And not to be one of them wankers, but it does feel more of an occasion, I truly do enjoy the process in a way I never did before.