I’ve never heard of a woman who shaves “with the grain” on her legs. Now, other parts of my body are a completely different story…
If you shave your legs with the grain, you will not get even close to a close shave. Mostly I’ve seen guys shave with the grain…I always assumed their faces were just just too darned sensitive to shave against the grain. Oh, and I’ve always read that to avoid or to decrease the incidence of ingrown hairs that can develop by shaving against the grain (or shaving any way, in fact) you should use a washcloth or a gentle loofah or something regularly to exfoliate away the skin cells and other stuff that can clog the follicles after you shave. I have to admit that it works for me. Who knows, it may work on a guys face. There’s no shame in exfoliating, gentleman 
It’s not just for chicks anymore
Lorie
I agree with Redukter I’ve noticed heating up the skin makes for a much, much smoother and painless shave. I never use cream or gel (I’m a soap guy, too.) I usually shave in the shower under warm water. If not, I splash some hot water on my face, and run the razor until the hottest setting my tap has after each pass. For me, at least, it makes a night-and-day difference. If I shave cold, I cut myself all over the place, and it hurts like hell. With hot water on my face and razor, I can sometimes shave without soap. Oh yeah, and I go with and against the grain. Against the grain works better for me, for sure.
With all this cutaneous anthrax happening did it ever occur to anyone that shaving might be an unwise decision right now? Shaving invariably opens up small nicks and cuts that the powdered spore could germinate in. This is the perfect time to tell your boss that for public health reasons you can no longer shave.
Shaving sucks, and the convention of having to shave for business sucks.
I shave sideways (and varying angles) to the grain on certain areas. It cuts closer than going with the grain without the irritation of going against the grain.