I'm considering a straight razor too- it was a while ago I decided to give up on evil supermarket shopping, and went to the local chemists for a pack of mach 3 blades and nearly fell through the floor at the cost!
I initially bought a plastic and aluminium Wlkinson Sword two sided safety razor (the type that takes a flat two sided blade) and found it fine, for £3 with a pack of blades. Having looked at the internet for advice I got this one into my head
Merkur Futur and eventually bought it once I'd saved up (money AND brownie points with the wife)
I definitely get a better shave, the horrid ingrowing hairs are gone. It takes a while, I use a badger brush, bought on eBay for less than a tenner, and sandalwood shaving soap (first one from an ebay shop, very good for a couple of quid)- now from Crabtree&Evelyn, even better as a present! I have to look in the mirror and shave deliberately, and thoroughly. It's nice- I normally sit in the bath after a day on the tools and take a few minutes just to shave, it's like a little pampering session. Blade wise, I paid £2.50 for 10 when I bought the razor, back in June, and i'm half way down it now.
So I reckon it's worth it- I know a lot of folks don't even fancy that style of blade (my brother in law won't go near it) but it may be a nice bridge to a straight razor. I'm looking out for one now.....