I can never beat a really, really, sharp knife. My friends think I'm just trying to look cool, but seriously? A nice knife reground with a shallow angle, sharpened carefully and stropped on a belt gets closer than any razor I've found (I imagine a nice straight razor would be better, but I have no idea where to find a good one, not to mention they're likely quite expensive.)
Try buying one from the Badger and Blade forums. I bought my first straight there for $20.00 in very nice condition and shave ready!