I'm sure this has been posted before, but wanted to share my thoughts as a straight razor newbie who took the DE to shavette to straight razor walk:

1. DE - this is how I started. Basically to get over the fear of an actual razor vs gillette cartridges.
Pros: Good shave and very quick/easy. Basically no worries and a lot cheaper than the gillette cartridges I'd been using. I still use this when I'm in a hurry.
Cons: The shave is just not as good as either a shavette or a straight.

2. Shavette - My first step towards a straight. Bought a Parker + feather blades via amazon to keep the price down until I was sure it was something I wanted to pursue.
Pros: Hell of a good learning experience. Learned delicacy vs the quick shave that I used with the DE.
Cons: Unforgiving as hell. You slip up with a shavette, and you bleed.

3. Straight - started with a 5/8 Solingen from SRD and moved onto the 6/8 as a second razor.
Pros: Amazing shave. The closest shave I've ever had.
Cons: Takes some learning and you do need to learn stropping. Buy a cheap strop/razor first so that you can destroy it, which you will. I felt that starting with a shavette was actually good (although a bit bloody) because it taught me patience in preparation for a true straight.

Conclusion: I find the real straights much easier to use than the shavettes, and that they give far superior shaves to the DE. It takes longer, but it's worth it.