What is the best way to shave your face?

I’ve tried shaving in the shower, and after, shaving with the shower running so the steam opens up my pores and placing a hot rag on my face to open up my pores before hand. But no matter what I do, or how I shave, it always looks as though I have five o’ clock shadow right after I’m done shaving. My mom says it’s the razors but I’ve tried various brands with no luck. What am I doing wrong? How can I get rid of the five o clock shadow when I just shaved!?