I've not been at the straight shaving game for long but a DE trained me well. after I got my Boker King cutter I've always had a perfect shave.
First I wipe my face with a hot towel, steaming hot water from my tap. Then I use cold lather to lather my face so the hairs all stand up, and the cold lather really wakes you up and prepares you to walk outside into a cold Saskatchewan winter.
I personally find that a shot of whiskey or any other substance of abuse makes the cold lather experience more tolerable :P