I agree with syslight. I have a very thick, stubborn beard. Especially so if I skip a day or two and get some serious stubble. I have found the following things helpful:

1) the grind of the razor doesn't matter so much. I use a semi-hollow dovo most of the time and it does fine
2) your razor must be in tip top condition. that razor that needs to be touched up on the hone, but you are putting it off? don't use that one.
3) lather, lather, lather. brush your face like crazy to set your beard up.
4) many light passes will hurt a lot less than one deep pass. don't think of each pass as totally shaving hair off. think of it as shortening the hair that remains. it's no good to try and get it all in one pass if you have tough stubble.
5) don't be afraid to relather often during your shave