Starting with the HeadBlade is a huge mistake in my opinion. I know it has a lot of fans, but I'm not one. I'd suggest a good old Mach 3 or something else that's a little less tricky to use.
Panasonic electric works great for me. Wet or dry.
Regarding shaving the sides: they're the toughest to get smooth and easiest to irritate. Try shaving down with the grain first, then lather up again and gently go up against the grain without much pressure on the razor. That should get them smooth and irritation-free.
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