I had always hated shaving due to the same types of issues the OP describes. I ultimately went the beardGAF route and kept either a goatee or full on beard for most of the last ten years.
Around a year ago, I had decided that I was done with wearing a beard and I shaved it off. I had a few Mach3 blades in the cabinet and I reveled in how much younger I looked until I had gone through my last blade.
My wife was at the store and was asking me which blades to get. I was completely floored by the price and decided to check if they were cheaper on Amazon. 30 dollars for 8 fusion blades is insane. Absolute insanity.
So I started looking around Amazon and I saw some of the Merkur razors and I was sold. Although, I went a slightly different route. While reading about safety razors, I figured I'd see what I could find on eBay. Don't discount eBay people. You can get a well made Gillette that will shave just as well as a new safety razor for much, much less.
In short order I had a cabinet of Gillette Techs, Super Speeds and even a Slim and a Fatboy (adjustables) when I ended up with a Gem 1912 in an group of three razors.
Now, if double edge safety razors had been my previous nirvana, I had finally reached Shangri-La with the Gem 1912. The single edge blades, which you can get in a 10 pack for 5 dollars in the shaving section at Walgreens, shave so much better for me. Since that time, I have added a Gem Demaskeene, Gem Micromatic (open comb), Gem G Bar among others I can't speak highly enough about how well these razors shave.
Gem G Bar
Gem Demaskeene
Gem Open Comb Micromatic
The rest of the start up costs can be just as cheap. Get a tube of
Proraso for $11 and an
Escali 100% Pure Badger Shaving Brush for $14. After an initial cost of not much more than those 8 fusion blades, you can now enjoy a lifetime of cheap shaving.
For the record, though I own the razors, three of the four pictures above are examples from google.