I've shaved every other day (legs, bikini, arms, pits) for years now, and I've learned some things along the way. I have pale, sensitive skin and thick dark hair, so a really close shave is important to me.
Two things, really:
1. Fresh razors. I shave all the aforementioned stuff about 3 times a week, and a razor will last me 2 weeks. Also, the more blades, the better for me. I stopped getting razor burn after switching to a 5-blade razor.
2. Exfoliate. Once I started exfoliating in the shower before shaving, I stopped needing to use creams and gels (which never worked that well for me anyway). I usually just give my legs a good scrubbing with a wash cloth beforehand, and that does the trick. About once a week I'll use a moisturizing salt scrub before using the wash cloth, but if you use any sort of oil or butter-based product, you have to wash it off with a little soapy water otherwise it'll gunk up the razor.
Keeping your legs moisturized I'm sure helps shaving (it helps to make dark hair slightly less visible under the skin, too), as well as letting the skin soften up under the warm water. Water that's too hot will dry out the skin and contribute to irritation. If you're still getting razor burn after trying these things out, there are tons of aftershave products for women too to help ease the pain of irritated skin.