I started wet shaving a little over a year ago, and the shave isn't just smoother than with cartridges, it's also more enjoyable. It's cheaper in the long run, too.
If you're interested, I'd recommend going to Badger and Blade for a lot of information about wet shaving.
Minor note: If you're intimidated by straight razors (I don't blame you,) you can give safety razors a try instead. Replacement blades for them are dirt cheap, I got a pack of a hundred blades for less than 15 dollars.