I had your exact same experience. Everything is going to be okay... I know how frustrating it can be to have all these new wonderful toys and lotions and nothing seems to be working.
What razor are you using? I started with the HD and found that I could not use it becuase it was a bit to aggressive for me. Using an adjustable helped because the setting could be dialed way back.
As some have suggested different blades work for different people. I have the best luck with the Merkur blades and the worst with the Derby. Many here would argue that so you'll have to find a blade that works for you.
Prep is the most important key that goes overlooked a lot. The 2-3 minute warm towel / proraso pre/post method does wonders.
You might try to eliminate all the variables by keeping things simple in the beginning by shaving with the grain for a couple of weeks using the same cream or soap.
Finally I found that washing the face with cetaphil and following up with some aloe helped the razor burn to heal better.
All the advice on these threads is good but there are themes so choose what works best for you. You will get better shaves it takes some adjusting to though... trust me.
[I]When 900 years you reach, look as good, you will not.[/I]