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9 is the most aggressive setting but to tell the truth I've not shaved with one at that level - If I want a close shave on the first pass I get out the Muhle R41 :)

As regards blades, those...

The Gillette Slim Adjustable is a pretty good place to start. You can dial it up to the aggressive side or turn it down to mild as. They are often a bit cheaper than Fat Boys and lighter in the hand:...