Once your scalp gets used to being shaved, you can get the closest shave by going against the grain.
I go against the grain, then across the grain. I usually shave everyday because I don't like feeling the stubble, but shaving every 2nd or 3rd day seems to get the best results.
I was just under the weather for a few days, so I hadn't shaved for 4 days, and got probably the best BBS shave ever.