At the moment, I've put the HB sport aside and am using the Schick Hydro 5 with the Hydro SS gel. They work really well and I'm not cutting myself. I also think I might be allergic to HeadSlick. My skin started clearing up after I stopped using it. I really like the HB stuff in theory but it doesn't seem to agree with me. Oh well, we all react differently I guess.
I've been using Mach 3 razors since the day I started shaving my head. I usually go for a 14 pack of disposables @ Costco. I've only nicked myself a few times in 3 years (usually due to my own carelessness), and never have any irritation.I've never tried the Headblade. It just looks so gimmicky and I've heard plenty of horror stories, although I'm sure most of which are due to using it incorrectly... Maybe one day I'll try it out when I'm feeling lucky.
I liked the Personna Magnum (I believe that's what they were called) 5 blade. They were the cheapest I could find at Walmart. However, I can't find them there any more. So I get the CVS brand of the same thing. The 5 blade comes in a 4 pack for about $8 which is less than all the Mach III and Fusion blades. Works well and I get about 5 shaves a week out of one blade.
I pretty much gave up on my headblade (both regular and sport), but not because they're not good, it's just that my particular noggin has too many bumps, ridges, and worst of all- transplant scars, which create a very uneven, irregular surface that the headblade just isn't suited for. For the average joe, I'm sure a headblade rocks. For now, I'm using a Hydro3 w/ Headslick and I'm happy with it. Close shave, no nicks. And with my skull, that's saying something.