I had to try maybe fifteen different products, shaving creams, razors, moisturizers before I found a combination that worked well for me. For awhile I only shaved with the grain, even though that doesn't get it close, until my skin got more "used to" being shaved. Then I started slowly going at more of an angle each day until I was able to go against the grain without bleeding. However, if I did wind up with a bleeding spot I shaved around it until it healed; shaving where you have a sore will only prevent it from healing. It probably took me an entire year to succeed at this until it came out how I wanted (though it may have been shorter; it was awhile ago and I don't remember), though now I'm able to shave every day just fine.

I hope this helps, though if your skin proves too sensitive, there are more expensive options, such as laser hair removal (semi-permanent) or even electrolysis, which is permanent. You might feel shy at first, but if you search out a reputable company, you'll just feel like a regular customer after awhile, like going to the gynecologist.