The other guys pretty much covered what I was going to say except not to get discouraged. I've been wet shaving for over 9 months and I got my first irritation-free BBS 2 weeks ago with a DE razor. West Coast Shaving sells great blade sampler packs (more vendors do, that's the only store I can think of right now) that will help you figure out what works for you. For example, people swear by medical prep Personnas and Red Pack Personna blades and both blades are among the worst that I've tried. I use Astra blades and they feel like they were made for my face.

Also, trying different soaps and creams might help. If you find products you don't like, someone on here or other shaving forums will likely buy them from you quickly and for a decent price.