I need some advice on shaving.?

I find it impossible to get a close smooth shave with any blade I use. I've tried everything from Gilette Mach 3 to those Daisy women razors and nothing seems to work. If I shave with the grain it doesn't even look like I've shaved and when I shave against the grain I get bad cuts and razor burn no matter what shaving cream I use. I've started using a shving gel for sensitive skin and that hasn't helped at all. I also try to shave after taking a hot shower but that doesn't seem to make a difference either. I have light skin and dark facial hair which doesn't help the situation at all. Any ideas to get a good shave?