Been shaving since 8th grade and have a very coarse, heavy, Homer Simpson beard. The most obvious solution is that the beard has to be thoroughly wet and softened before starting. This is best accomplished in the shower. All the creams and gels in the world won't do better.

My particular routine is shower and take care of the other chores in there (wash hair, etc.) before shaving, allowing the beard to soften. Any gel or creme will do, I use Edge gel for sensitive skin while at home, but in reality, don't have much preference: they're all the same.

Here is the trick to a truly close shave for those with substantial beards. (Those with peach fuzz and girly beards stick to whatever you do.) The first pass at the beard should be done with with a two bladed razor. I use the Gilette Custom Plus with lubricating strip. (that lubricating strip is gouge) This first pass is to get rid of the the substantial growth. The next step is to switch to another razor for the fine tuning. I use a Gilette Sensor III with three blades and lubricating strip. This follow-up step is the clear difference between a fine, close, long-lasting shave for the heavy bearded gentleman. This second step allows the heavy bearded gentleman to experience what it's like to have a peach fuzz or girly beard.

You really might as well smear those fancy creams on your arms and legs because in the end they don't do much for your shave.

(BTW, I don't think Gilette products are necessarily any better than others, they just happen to be the ones I picked up at Wal-Mart.)