razors: what cuts it...and what does not

ok iv been shaving for awhile now and i started when i was younger with one of those electric razors but i coudlnt get as close a shave as i like. Now i use those like real cheap BIC razors that u use a few times then toss them in the trash. I guess those are ok but do those like mach 3's and other stuff ( i know there is a ton of them), do those work better with the change able blades and stuff. Can i get a better shave? Or are they not worth the 20 bucks or so...