Personnally I shave every other day, I find that I get a much closer if I wait 48 hours (I think it's because the hair is long enough and the blade can then cut it closer to the skin; after 24h, the regrowth is visible, you can feel the stubble but it is not long enough for a close shave).
Of course I always look forward to the day when I shave. I make sure it's a day ''in'' when I have to go to a public event, otherwise my head look very white and pale with the stubble (not so much a problem in the Summer as I tan but in the Winter, it is definitely whiter, and did I say that we have long winters here in Canada...).
So point is, is you want a close shave, you may want to go every other day with the shaving, or at least 36h, but that also depends on your hair pattern, so the best is to experiment and find out what works for you.
