We can't emphasize this enough - USE A SHARP RAZOR. The sharper the better. Dull blades create drag and pull at your whiskers leading to irritation, so avoid as you would a rabid dog or your crazy ex. In addition, sharp doesn't necessarily mean you need one of these newfangled twenty blade razors - these are often overkill and put more stress on your skin than necessary. Also, ensure that your blade is clean. Bacteria on your razor is one of the leading causes of nasty bumps that result from razor burn, so thoroughly clean you razor and don’t forget to often change your razor to get a more effective shave.
When you're ready to put blade to face, be sure to go with the grain. Always with the grain. And be sure to use light, short strokes. While you might not get as close of a shave in the first pass, you will avoid a great deal of irritation. If need be, lather up a second time and give your face another once over, again, with the grain.