I don't shave my legs as often as I'd like to because I get razor burn REALLY bad.... The only thing that helped me was "Coochy" shaving lotion. You can get it in adult stores, online and from a couple of the pleasure party vendors (Pure Romance, for example). It's not 100% cured, but it's definitely better than it would be otherwise.
I rarely have to shave my underarms and bikini area now. I'm having those areas lasered and it's working!