Hair grows at different rates. I notice the stubble on top first, then the back, then the sides. It's just nature.
ATG gives the smoothest shave, but if you've just started shaving, take it slow as it's likely to cause the most irritation.
Another odd thing I've noticed: if I shave after I've exercised, my scalp is smoother and remains smooth longer. I don't know why, but it's true.