Tried DE shaving but just ended up with razor burn. Tried the tips on shaving forums and different creams and whatnot, but still no success. I now use a 3 blade Dorco razor with Proraso cream and a badger brush in the shower. Preshave is coconut oil. Not as close as DE, but way less irritation and i can live with an unperfect shave.
Edit: I used feather blades and found them the sharpest.
That's a shame. The razor burn usually goes when you get the hang of it, but I believe it probably takes about 60 days before one is really good at it. My shaves are fantastic and comfortable. But your option of shaving in the shower is a good one, go light and a couple passes and you'll always be happy. I shaved that way for years before mastering the DE.
Did you try other blades? Feathers are sharp, but they're not for everyone, me included. I tried a couple sampler packs before settling on Gillette Silver Blues in my vintage Gillette President. It's a perfect combo for my face and shaving style.