It feels more refreshing because you get to remove a few days' growth, and also the dead skin cells that will have built up.
Leaving your skin free from a razor's attentions for a few days occasionally allows it to 'rest' and recover from the constant abrasion of a razor.
I have never ever shaved every day - i do shave more often on holiday when it's hot, but at home, I shave every other day, of that, often every three days.
If you are using wet shave, A blade will cut much easier if it is hot, Ie soaked in hot water first.
As silly as it sounds, i get the best shave from BIC, but it has to be bic orange,,,, for sensitive skin.