It helps a ton to get your skin warm and wet, really wet. Shower is best, but, if at the very best some warm water splashed on it for a while. Then lather up the shaving cream really well, adding water to it. The more water you can get the shaving cream to hold, the better (that's also a good judge of how good a shaving cream is). Now let the shaving cream sit on your face for a few minutes, during this time you could get your clothing ready or whatever. I've gotten into a system where I basically lather up and then do a few things else before shaving. The time helps the warm water, which the shaving cream is holding, open and seep into the pores.
Now when you shave, run the blade under hot water inbetween each stroke. Not warm water, hot water. By the time it gets to your neck the blade will have cooled off.
After you shave, splash warm water on your face to remove all the shaving cream left in the pores. Now change the water to cold water, and splash again to soothe the skin and close the pores up.
A sharp blade is also key. I use a Mach 3 or whatever and it lasts about a week.