Originally by: F'nog

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4) Do you rinse your blade in cold water? I've found that the best wa to make it less painful (thank you Good Morning Vietnam), along with doing it after a hot shower has loosed up the skin and opened the pores -- there's a reason old barber shop shaving scenes always involved a warm towel around the face.

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1. Start by setting aside some time. Ten minutes is probably good. This isn't necessarily how you'd shave every day, but it's an excellent choice for how to shave on a weekend or before a big date.
2. Start by wetting down two clean hand/dish towels. You want them soaking wet. Place them in a large microwave-safe bowl, and nuke them for about a minute or so.
3. Remove the top towel, fold it over on itself several times, and press it firmly against your face. It should cover from your eyes to your Adam's apple, so it should hold the appearance of an "L" around your chin. Pull tightly on the two ends so that it's held tightly against your cheeks, as well. Stop, relax, and listen to your house breathing, your own breathing, etc. Remove the towel when it stops feeling warm to your face, which should be in around one and a half to two minutes.
4. Apply some (preferably-heated) shaving foam. Be exceedingly generous.
5. Now take the second towel, which should still be warm, and hold it against your face for about thirty seconds, allowing it to goop up all the foam you just put on.
6. If you don't have a decent veneer of foam on your face, warm back up the towel, apply more foam, and repeat the previous step.
7. Everything up to this point has been softening the hairs in preparation for the actual application of a razor. Break out your razor with as fresh a blade as you can get ahold of. Here's the rule of thumb: odd numbers of blades good, even numbers bad. 1, 3, or 5 blades? Great. 2 or 4? Crap.
8. Shave with the grain, stopping to apply more warm foam when you get about halfway across. If you don't have warm foam, you might want to skip this second application.
9. Now take a towel that's been run through cool-to-lukewarm water, and press it against your face just as you did with the warm ones before. It'll feel blisteringly cold, so use your hands' sense of its temperature to remind your face to take it like a man. Before, we used warm, warm, warm to open up pores and soften hair. Now, we want to close pores.
10. After thirty seconds or so, remove the cold towel, using a wiping motion to remove any remaining shave gunk (hair, foam, etc.).
11. Now, optionally, using just a little bit of foam, you can shave against the grain. If you do this, rinse the blade constantly under very hot water to lessen the chance of an infection causing those little red bumps. Only shave against the grain over a given spot once.
12. Finally, apply some alcohol-based aftershave. They only sting if you have cut yourself, which there's no reason you should have done with this approach, and they will further help to kill any bacteria that's eager to make your face look like a Martian rock.