Since everyone before me has pretty much covered the areas you should work on, I will merely suggest that you should invest in a great aftershave balm (it will definitely soothe your skin after a less than stellar shave). I have been using Col Conk's Almond aftershave balm, and have been quite pleased with the results. After the balm, you should use a high quality facial lotion; your skin will thank you.

Post shave, these are the steps I take:

Rinse any remnants of shave cream/soap off with warm water.

Run cold water over face to close pores, and cut down on the burn.

Pat face dry with a towel.

Apply an aftershave balm.

Apply a high quality facial lotion.