I do double edge razors. Blades are like 5c apiece and last a good 5-6 shaves, more if you have a light beard.
Will do straight razor eventually but I don't have the patience right now.
Regardless... I am done with cartridge razors and the like
Dealextreme can get you everything you need to try it out for 10 bucks all in. Just bring your own shaving cream/soap/paste.
Razor:
http://dx.com/p/rimei-men-s-manual-razor-shaver-silver-201352
10pk blades:
http://dx.com/p/dorco-st300-dual-edge-stainless-steel-blades-silver-10-pcs-149230
Cheapo brush:
http://dx.com/p/wooden-handle-pig-bristle-shaving-brush-size-l-147760
Standard 6 month lead time (lol) but for that price worth the experiment.
Protip: use COLD water.
Protip: If you have sensitive skin or rough beard hair NEVER go against the grain
Protip: Do not use too much pressure
Protip: Vary the angle of the razor to get the best exposure (needs some experimentation)