Patriot,
I bought a nice straight razor about 15 years ago for the exact reason you're thinking about... the out of control prices on refills!
I found that while it's possible to get a great shave with a straight razor, it takes a lot of extra time for the actual shaving and it requires lots of dedication to maintain the blade.
Besides the straight razor you'll need a good quality hard stone to periodically touch up the blade and a strop for keeping it sharp between stonings. You can research all this online.
But if you have the time and patience and don't mind the learning curve at first (expect some razor burn and nicks), you'll get a good feeling of accomplishment and you'll be sticking it to the disposable refill manufacturers.
After using my straight razor for a few months, I understood why all the alternatives were invented... frankly it's just a pain in the a** to shave with one on a day to day basis.
Instead, you might want to consider investing in a good electric rechargeable razor. I bought a reasonably priced Norelco Quadra-Action model maybe 8 years ago at Costco and I couldn't be happier with it. It's never needed new blades even with daily use... it's just as sharp as day one. I only have to charge it about every other week and it reaches full charge in a couple of hours. I like the fact that I save water by using it... great when dry camping.
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But just like a straight razor, an electric razor takes getting used to. To get it to glide over your face smoothly, I found the Remington Face Saver powder cakes available at Wal-Mart are wonderful.
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Good luck,
John L.