M3LCHORI love the ninja sharp Feather blades, but it's a very personal decision depending on your skin and hair type. You'd best buy a blade sampler pack that lets you try a dozen or so different brands. Try one for a week, then another. If you find it's an improvement make that your new base that you go back to after a week of trying a new type. That way you'll eventually find the one that suits you best.
You'll find a ton of excellent informational videos on double-edge shaving techniques and gear from Youtube user Mantic59: https://www.youtube.com/user/mantic59
A few tips: use barely any pressure; much less than with a cartridge razor. Hydrate your beard properly. Shaving after a shower is great. Get decent shaving cream. When I'm in a hurry I use Proraso cream from a can, which is better than supermarket goop such as Nivea. A brush is nice but not required. When I have the time I use Trumper's cream with a badger brush.
M3LCHORI would suggest trying out a few and finding which one works best for you. Depending on how coarse your hair is, how sensitive your skin is, etc etc, you might decide on one blade or another.
I've been using a double edged saftey razor for about a year and a half now, and I've only bought a sampler pack. I have found many good razors for me, and gained some preference for 7 o clock and feather platinum blades.
You can find a good sampler pack here: http://www.westcoastshaving.com/Sample-Packs_c_1.html - I'd recommend getting the extended pack and working in order of sharpness till you find one that is right for you. It's a little more expensive but worth it in the long run (unless you know where you can buy all of these separate, of course).
Any recommendations on blades are appreciated.