Blade type can make a big difference. I'm using Lord Platinum's right now and they've been a vast improvement. My skin is fairly sensitive though - I've only ever really managed to shave about twice to 3 times a week reliably. (I also have a pack of a 1000, so so I'll run out...possibly not within my lifetime).
Yeah seconding this. A lot of my razor rash went away when I went from Gilette Blue to Gillette Platinum. I've tried a lot of blades from different companies including Feather but the Gillette Platinum seem to work best for me.