Ways of making regular shaves less painful?

My facial hair grows really fast, and thick. My five o’clock shadow is sometimes called my five o’clock stubble. I prefer looking clean cut, but shaving daily or even every other day can be excruciating due to sensitive skin.

So what are some tips to minimize pain for regular shaves? How often should I even be shaving, really? I normally use a three-blade razor, but I also bought an electric one because it came recommended. My parents also gave me a five-blade razor that I’m using right now. I shave about twice a week in the shower with hot running water.

Some things I’m told to do, but neglect anyway:
-Shave with the grain, not against it

It’s really hard not to. If I don’t shave against the grain, I don’t get much of a shave (again, because my hair grows so fast). However, if it means looking smooth consistently rather than twice a week, I’d reconsider it.