After 2 years of shaving with DE razors, this is what works for my sensitive skin and heavy beard.
First of all, I have stopped showering or bathing before shaving...this seems to work better for me. I do wet my face first with hot water though.
I have found an excellent soap...oddly enough, it is not a shaving soap. It is a sandalwood soap from Mysore,India. The best sandalwood comes from this region. The scent has a remarkable woodsy/musky aroma to it. It is quite different from the sandalwood found in other regions. It is round and fits perfectly well in a large mug.
With the brush, it lathers up to a rich frothy cream which rivals many other shaving soaps I've used in the past.
I have an arsenal of DE safety razors but my favorite is the Futura by Merkur...a Schick blade works well for me.
After the shave I shower.
Then I treat my face to Caswell/Massey Sandalwood Shave Balm for a truly smooth feel.
My shaves are very close with no nicks nor burn.
After 10 hours still feels smooth to the touch.