Many suggestions for brands above are great and certainly the better quality knives will keep an edge longer than cheapo junk. You just need to realize that any knife will lose its edge over time as you cut things.

Even slicing tomatoes or lettuce or oranges will dull a blade over time. The better the knife the longer this may take, due to the quality of the honing, knife material, and what you are cutting; but they will all dull with use. This happens b/c the blade "folds" and bends where the concave or convex sides meet to make the sharp edge at the bottom. You won't be able to see it b/c it's so small most of the time, but it's enough to take away that smooth razor cut (sometimes it will be so bad that you can see it). The edge also gets small micro tears, cracks, or fissures.

The finer the angle on the blade, for example, like Japanese style acute angles, various santoku knives, which create an extremely razor sharp edge, will dull much faster generally speaking. This is also why straight razor blades in our hair shavers go bad so fast. They have an extremely tight angle where the metal comes down to create that razor edge. As a result when they cut through our relatively tough hair they bend, fold, and crack at the edge.

So the next time you use the razor it won't just glide through the hair b/c the last cut through the hair damaged that perfect edge. Obviously they can be used more than just once, but for men's facial hair as an example, it really won't be much more than ~3-4 uses before it's significantly dulled. Our hair is so course and thick it ruins that fine edge within 1 to 3 passes.

The Ken Onion Sharpener I linked is truly great at allowing you to sharpen your knives with all types of different angles. Kitchen knives usually have around a 30-40 degree angle. A sharp santoku or samurai style edge will be more like 15 to 20 degrees. A razor blade is like 5-10 degrees. But remember the tighter that angle is the quicker you will damage the edge. Always use the proper angles for the knife style.

The manual that comes with the Ken Onion sharpener has a decent guide to reference for help in knowing which angles to set it for when sharpening or re-honing various blades.

Ken Onion Pro Sharpening Tool