For the closest shave, nothing beats a straight-edge razor. But if you don't know how to use one, you could get hurt. For the next best thing, try these tips from Javier Jaime of Paul Labrecque Gentleman's Salon and Barber Shop in New York:
Wash your face with an alcohol-free cleanser.
Open pores by applying a hot towel to the face, or shave after a hot shower.
Rub shaving cream in a circular, upward motion to lift hairs, so they're easier to cut.
Go with the grain, moving from the side toward the nose, then to the chin. Next, go against the grain. Don't shave one area more than three times -- it irritates the skin.