I use a regular razor right now by I cut myself every day. I've thought about moving to the wet dry shaver but supposedly you have to have hairy legs for a month. It works by softening your hair until it falls off so it takes awhile.
When I shave, which isn't often as I have a beard, I use this: cdn2.bigcommerce.com/.../...1457442837.500.750.jpg It's surgical steel with buffalo horn scales and gold inlays. I also have a carbon steel with celluloid scales that I use when my main one is getting sharpened.
I but my beard is not very thick... so I shave electrically. If I'd have lots of beard hair I'd probably have to use the classic razor. I also only shave once every 2 to 3 days, my beard is under developed :o
My family and I use the Gillette Venus Embrace razor. The cartridges have to be replaced every few months (especially if you don't shave for a while, because all those long hairs will clog the blades and you can't get it out), but you hardly ever have to buy a whole new razor. I never knick myself with it, so it's not bad. If you don't like the outer part of the cartridge (that protects against getting cut), they have gel ones too.