before anything else, if you want to stick with blades, get a "reverse" razor (i.e. gillette sensor, mach3, fusion, etc.) from a reputable brand (gillette or schick, not a drugstore brand). this is a razor where the handle joins the cartridge at the bottom, rather than the top, and this setup (somehow) makes it much, much harder to cut yourself.

second is to figure out if your skin can handle against-the-grain shaving--shaving up (which is, again, much less likely to cut you with a "reverse" razor) produces much smoother skin than shaving down, but my skin can't cope--about 36 hours later i break out in red welts and tiny little sores.

beyond that, experiment with different soaps/creams/gels/foams--i know people who swear by things like aveeno oatmeal foam, and others who insist shaving in the shower with nothing but the incoming hot water is the best.

or try electric. :)