First and foremost you should always keep a new and sharp blade in your razor. Shaving hair on any part of the body with a dull blade will cause skin inflammation and a whole lot of unnecessary discomfort.
Often times men are forced to shave in a hurry, which causes them to apply too much pressure. Try to be as gentle as possible and allow yourself time for a complete, clean shave. Whenever possible always try to shave with the grain of the hair. When you rinse your blade, use cold water.
When you are finished shaving it is all right to apply aftershave, but sometimes alcohol-based lotions can cause too much dryness for some people. See how your skin reacts and base your judgments from there. Also be sure to dry your face well after the whole process.
It is also very important to note that for some people, the use of electric razors rather than blades may dramatically reduce skin irritation and in some instances eliminate it altogether.