Before I caught RAD, all I had was a '65 Slim adjustable. The only blades I used were either no-names or those horrid Van der Hagen "Ice Tempered" face-scrapers from Germany. I didn't wise up until I started lurking about that "auction site" and discovered about a million different blades. And believe me, there is a difference.
This is probably the best way to get a really good selection of blades. Start off with maybe a sample pack, and find the blades that work best for you. Another way to begin with is to read reviews of folks who have used these blades (and know what they're talking about). But remember the "YMMV" factor, and that some blades work better in some razors than others. Another factor is that there are occasional "duds", a bad blade now & then, due to a manufacturing error or defect in material. It happens. I think I've run across one in an otherwise great brand of blade. If you get a dud, don't be too quick to judge the whole lot.
But how do you know a good blade? Different razors perform differently with different blades. So...experiment. After a little more than a year, I've found a good combination wit the humble (and mild) post-war ball-end Tech and a Teflon-coated Voskhod blade. I've gotten a few vintage blades with some of the razors I've acquired, and tried them out of curiosity. They are now no more than historical artifacts.
Shaving forums are a great place to find razor reviews. Everything from straight razors and wedges, guys who've been doing it for years or only days, vintage razors to the latest & greatest Kickstarter product, soaps, brushes, pre-shave & post-shave oils & balms...it's all there. Great place to get loads of useful information. Also, a great place to BST (buy, sell, trade), get in a group buy, or participate in a PIF (pay it forward).
Set up a routine, a ritual if you will. Some guys (and gals) shave before they shower, some after. Some use hot water, others are cold water shavers. Some use a pre-shave oil, some don't. I've tried it all, and what works for me is to fill the lavatory with hot water (I run the ventilation fan so the mirror won't fog up), soak my brush, load up my razor, wet my face for like a half-minute, then lather up my brush (with a puck of good ol' Williams) in an Old Spice mug. I start below the sideburns, alternating sides with each series of short, over-lapping strokes, and work my way toward the chin. I usually have to "buff" my chin (shorter over-lapping strokes), then re-lather my neck and go down, with the grain (WTG), then up, against the grain (ATG). I sometimes over-do my throat because of the sideways growth of my whiskers, and, depending on the razor/blade combo (and my own persistence), irritate the skin (and sometimes draw blood). After a cold water rinse, I shower, then use Nivea Sensitive Cooling post-shave balm. Last night's shave ('46 Ranger Tech/'48 hybrid with a Polsilver Super Iridium) was the closest shave I've gotten with no red stuff leaking out (a bit of irritation, but no visible redness). What I use to do in like three minutes now takes 20-25 minutes.