Mach 3 is definately the way forward, I recently used an electric (borrowed off of my brother) and 1) it took ages to clear away the stubble, 2) it doesn't really do a good job, and 3) it makes my skin go dry and red.
I shave 'against the grain.' ha. Usually it works fine for me and my face doesn't get burned. Every once in a while I'll screw up though and it will hurt a little.