I've been shaving my head for almost 12 years now, and the biggest "improvement" I've made in my routine has been shaving in the shower. Get the water as hot as you can stand it, let it run over your head for a couple of minutes, apply the shave cream of your choice, and give it just another minute to allow the water to soak into your hair, then shave it. Once you're done, rinse your scalp, and run your hand over it, using it as a guide to find any places you missed and go over them again. As for the shave itself, I use against the grain, with the grain, and then across the grain as needed. This works especially well for the crown of my head. Oh, make sure you rinse your razor very well every couple of strokes.
Good luck, and enjoy!