I shave twice...once down, then a second time going against the grain. But even my facial hair grows more slowly now. I really only need to shave my face every two to three days.

I do the same. Against the grain is usually what cuts me. I don't have to shave every day or anything, it grows slow, but my skin is so pale you can see it growing underneath the skin even....so no shave is close enough.

I found that the closest shave comes when I use the hot towel method (like in the old westerns) and soak my face for about ten minutes.

I use Cremo face cream and a Venus razor. That's the closest shave I can get.

The Cremo shave cream really does seem to make a difference for me, though.

For me, the only place to shave, (for years) is in the shower. Get wet, wash and rinse from the neck up. Then lather with a brush and gel, and shave with the grain with a twin-blade Gillette Sensor. Re-lather, and shave against the grain with a Gillette Mach III. Lasts longer, results are far smoother. It's fast, easy on the skin, and I use female gels that are somewhat different in texture and lube properties. never a nick unless I'm impatient. My blades also seem to last a lot longer this way, as I can easily get 3-4 weeks use from both of them. (As long as you're not going 3-4 days between shaves). As for legs and everything else, it's a one-time shot, against the grain, but only with a gel, never soap.
Incidentally, I have found that the best results from an epilator will come after a good shower and exfoliation.