I got into DE shaving about 6 months ago, starting with a Merkur HD, which is what everyone recommended as a first. So far, I'm far from impressed. I can get much closer, and have much less nicks with my Mach 3. I've tried 5 types of blades as well, Feather being the best.
I might try another type of razor at some point. I do love all the other stuff I got though. Brush, soap, etc...