I have always used a mug and a brush for lather. I shaved with a 2 bladed cartridge for years.
8 months ago I got the Merkur 38C that Jason referred to. It is a double edge saftey razor. I take longer to shave but get "baby bottom smooth" shaves every morning. My wife loves it.
You can by the Feather blades mention by Jason for the best of the best.
But you can also get Personnas at Wal-Mart. $1.76 for 10. Each one last almost a week.
I also have a 1962 Gillette Slim adjustable razor I brought on Ebay. That gives an excellent shave as well.
For more than you'll ever need to know about shaving stop by The Shave Den at
The Shave Den
Phil