I get the same with Wilkinson Swords. Them I saw Douglas Smythe's video on YouTube about this very issue. If you put your blade in the razor and shave some old jeans, then the first shave becomes really great. Sounds dumb and I don't know the science behind it, but it works. Just a few strokes on both sides of the blade.
I find that my 2nd and 3rd shave with a blade seem the best. Generally I use a blade 5 to 6 times before it is not as comfortable as it should be. There really is no rule, just what feels best for you.
Oh Dear Lord... NOOOOooooooo . I'm old enough to remember when this was the norm.... please... once was more than enough! And trust me, the girls that dressed like that didn't have that figure.
I use Derby Extra blades and change them once a month or so. I bought a box of 100 in February of 2010 and still have some left. Let me also say that I only shave every other day and thoroughly clean and dry the blade between shaves. They seem to last a long time.
I have used Feathers and Voskhods almost exclusively for well over a year. With both of these I could never go beyond 3 shaves. I never really cared until I tried Ladas. These last at least 7 shaves for me. I was never really worried about the price, but there is something nice in knowing that 100 Ladas blades ($15.95) will last me almost 2 years.