My face is sensitive, in the end I went with trimming instead (beard trimmers don't just work on beards). But things that made it better which I assume apply to all body parts:
Shower
Exfoliate
get out shower
rub in gel/cream in circular motion
shave with a good quality razor (never looked into it but I'd bet men's razors are better than disposable pink ones so consider getting a mach 3 or similar) with blades replaced often
shave with the grain of the hair (which would be downways in front, inways underneath I think)
only go over each area once
be firm but don't press it into your skin
rinse off
use tea tree (cheaper just to get oil and use a few drops than products)
moisturise after a minute or so