I've always done a wet shave with the gillette fusion myself. Personally I use moisturiser and an aftershave once I'm done, but no shaving cream (just regular old water). I too shave with the grain, then against it on a second pass. By the sounds of it your skin might not like the shaving cream you're using - does it have any alcohol in it by chance? That's usually what causes that in my experience that's why I stopped using them lol

Moisturiser is great for calming the skin down from general razor burn. Look for ones that say they're for sensitive skin (which it sounds like you have).
Also, for a more permanent solution, I personally intend to get hold of a
Tria (laser hair removal) sometime soon. It's expensive, but a lot of the girls around here recommend it highly, so if you want to get away from shaving altogether, this may be something worth checking out

Quote from: Jessica Merriman on October 03, 2014, 10:53:00 AM
I use a hydrating hair conditioner instead of shaving cream. My skin thanks me, a lot! 
That's a really good tip, I'm going to have to try that!
<3