I just started shaving with a straight razor the past few months. I like it so far. You will hack your face at the beginning. Check out
www.straightrazorplace.com. Lots of info. I picked up a couple of old razors at some antique shops. I then sent then off to get professionally honed by someone who knows how. Not every knife sharpener out there can do it right. Having a proper edge is important.
Don't buy the cheap "shave ready" razors on ebay. Most are junk, but if you know what brands to look for, you can find some decent ones. They may say Solingen on them, which is an area of Germany known for quality blades. But a lot of cheap places cheat and make their blades in Pakistan or other cheap labor places, then send them to Solingen to put them together, so legally they can put Solingen on the blade.
You are also going to need a good strop to keep the blade sharp. The best ones have leather on one side and fabric on the other. Don't go cheap on this, too. Like razors, quality matters, and you want a sharp blade. Some people also think you need a good soap and lather brush. I've used both soap and regualr shaving cream. I haven't noticed a big difference yet in the quality of shaves.
You will need an alum block or septic pencil to put on your cuts. I usually follow that up with regular after shave lotion.
Be prepared to spend a few hundred dollars to get started. And expect to spend more time preparing to shave and shaving. But so far, it's been worth the expense and time for me.