Ive been shaving with safety razors for about the last 5 years or so.
I use a Merkur Futur. Made in Germany. Adjustable so you can shave as close as a straight or leave stubble if you want. I use Feather blades,
http://www.amazon.com/Feather-Hi-Stainless-Platinum-Double-Blades/dp/B001G5HZCY which are made by a surgical blade company out of Japan, and are about the sharpest thing Ive ever seen. Even considering that these are premium blades, they are still much, much cheaper than Gillette Mach whatevers..
Honestly I was a little disappointed to see Rick the huckster shiliing them on TV. Im sure the package he's selling for $19.95 or whatever it is, will be crap. Cheap blades and a Cheap handle will lead to major razor burn and cuts. In the end, it will give safety razors a bad name.
Anyways, you dont have to buy that setup, and I wouldnt.
Go to any local antiques store or eBay and you can get some genuine old school safetys for not much money. I have an old Gillette comb style safety I use that dates back to the 1930's give or take. It shaves as good today as it did 80 years ago.
Go over to BadgerandBlade.com if your interested in getting back into wet shaving and safety razors.
One thing, if you want a close shave, you cant do it all at once with a safety, even with the best blades or handles. Its a two or three pass process. Good cream, like Trufitt and Hill or the much less expensive Col. Conk
Amazon.com: Col. Conk Worlds Famous Shaving Soap, Bay Rum (Net Weight 2.25 Oz): Health & Personal Care and a decent brush helps to make lather that will last for two or three passes.