im in the navy. i have to shave every day. and it gets quite taxing on my face, i have some thicker facial hair as well.
i shave in the shower. i wait until im almost done so the steam helps open the pores. turn the water to nice and hot (enough so it does not burn your face, but its quite warm) and let it run over your shaving area for a while. i actually use regular bar soap on my skin.
all shaving cream does is help lubricate your skin, so anything that does that works well. i have a mach 3, replace the blade once a week if you have real tough hair. maybe once per 2 weeks. a sharp blade will help the most when shaving. i usuaully shave with the grain - then heat my face up under the water again rinsing the blade with hot water. another tip is to do small strokes not long ones and clean the blade often. then after you go over the area once, re lube your face up with soap or cream or whatever, and then shave against the grain in short strokes.
use your other hand to feel rough areas - rinsing your face\blade under hot water whenever you can and using the cream\soap\lubrication often.
i usually have the closest shave after a blade replacement and 2~3 days of NOT shaving at all.
that is just my experience.