I have been straight razor shaving for about 2 weeks now, and my first week was exactly as you described, other than with the neck... I still can't get my neck as close as I was able to with the Fusion.
I agree with drb above and those things all make a big difference.
I concentrated (which means took my time and didn't try to just get it done quickly) on getting my stropping technique down, and really focused on light pressure and how the blade was touching the leather and my razors have "popped" the hairs much better since I started doing this.
I also found that my lather was too dry, and I have been making sure it is the proper consistency the last few shaves, much better. Part of the "problem" with my lather is that I bought a Moss Scuttle (awesome!) to keep the lather warm, and the heat from the water was causing the lather in the bowl to evaporate a little quicker than normal, so I just add a little more than I used to.
But I would definitely say give it some time and focus, I still am not 100% happy with my shaves, but they get better every time.