Matt:
I definately understand how you feel since my beard seems very similar to yours based on your description. It is fast growing, very tough, thick, and even sharp the morning after I shave. For me, shaving has never been the easy experience that it seems to be for others. My wrestling buddies would make fun of me in high school because I had a 5 o'clock shadow all the time (even after I thought I had a good shave). Cartrige razors would irritate my skin and I would put off shaving for a few days since I hated it so much.

In my view there are several variables that make up a perfect shave. They are good beard prep, good technique, and a sharp razor. With straight razors this last variable requires good honing and stroping.

I am going to go against the grain with some of my recommendations but this is what worked for me. If you just want a very close and irritation free shave I recommend that you spend a few weeks to a few months shaving with a DE razor. The Merkur HD and a sharp blade like a feather would be a good choice. The learning curve with a DE is much easier and it will take away the variables of honing and stropping. This will allow you to focus on perfecting your beard prep and blade angle with the DE. IMO With a DE razor it is possible to get a shave that is 95% as good as that with a straight razor, only the learning curve is much quicker. I would also highly recommend using something other that the William's mug soap. It was always very hard for me to get a good lather that would not dry out.

When you start getting consistently great shaves with the DE then it will be much easier to move on to the straight if and when you decide to do so because you will have perfected your beard prep. Then if you have a shave ready razor you will know that the only variables that you need to perfect to get a great shave are the stropping (which is just dragging the razor evenly against leather) and the straight razor technique (which is not very difficult). I know many people will disagree with me about starting with the DE since this is the straightrazorplace; however, this is what worked very well for me.

Good luck with whatever you choose, and feel free to PM me or give me a call with any other questions that you have. I am not even close to considering myself an expert yet, but it sounds like we have a similar beard type, and maybe my struggles can help you. I am now consistently getting the best shaves of my life with the straight razor; however, I was also very happy with the shaves that the DE produced. There is just something special about shaving with straights.