It seems to all come down to moisturising.
I am using NIVEA After Shave Balm now when I shave which is normally in the evening, and am also using NIVEA Moisturiser once a day in the morning.
This seems to have really helped.
I have also just started using a little bit of Baby Oil on my face pre lathering up, and this seems to really help the razor glide across the skin.
I am now getting a closer shave, and less nicks or irritation, so not needing the Alum either.
Tonights shave was superb, very smooth, no nicks, and no dry face afterwards.
Thanks all for your suggestions, it has definitely helped me.