I've heard with pocket knives that SS tend to lose their edge more quickly than carbon steel*. I've a carbon steel Henckels which shaves like the dogs (
@Fergiebilly wanted to keep hold of it
) but haven't encountered a SS blade yet... I'm happy enough looking after my razors so I'm not going to worry about one over the other.
*That being said, you'd be stropping it pre- and post-shave anyway so it should make a fairly negligible difference in the grand scheme.