(this area is well covered by books and magazines, so I'll just cover the basics)

If you're starting from a beard, trim hair with clippers or scissors. Electric clippers are best for this purpose.

Wash thoroughly with warm water and soap beforehand.

There are a lot of different shaving creams out there, experiment, but look for products with Dimethicone, Vitamin E or Aloe.

Apply shaving cream a few minutes before shaving to soften hairs.

Be sure to use a sharp blade. And try out some of those fancy new razors designed to move with your face's contours and have multiple cutting blades.

When shaving, stroke an area no more than twice to reduce skin irritation. Shave with the grain and you will experience the least amount of irritation.

First rinse the face with cool water to close the pores. Then be sure to clean the area afterwards with soap and water to reduce the risk of irritation.

Practice good hygiene after shaving, washing your face at least twice a day to reduce sweat and oil build-up.

A very reasonable alternative is an electric razor. For many folks with sensitive skin this is the best alternative. Be sure to use a pre shave lotion, or baby powder to prep the beard. Then wash up well after. You may choose to also apply an after shave.

A note about shaving and acne: if you have acne and need to shave an area, try both an electric and a safety razor to see which is more comfortable. When using a safety razor soften the hair with warm soap and water and then shave as lightly as possible - always start with a sharp blade.