I always end up in pain if I use a men's razor. I got the Schick Quattro for women back when it came out in 2006 or so, and just replaced the handle in 2013, because it was finally falling apart from all the water exposure. The blades are crazy expensive, but I'm lazy and almost never change them, so by the time I actually need to buy new ones, I've forgotten how much they cost and have a moment of shock in the store.
What helps me is to use a specialized shave creme (like Coochy), exfoliate, and lotion afterwards. Then my skin is amazingly soft and smooth. I love it.