My dad (another firefighter) and my roommate both sport the shorn pate, and they both shave, at the very least, once every two days.
My roommate uses this stuff called HeadSlick http://www.headblade.com/Merchant2/merchant.mvc?Screen=PROD&Store_Code=HB&Product_Code=10000-5
which he really likes. Its not foam, so it provides a much closer shave (which is good for the scalp) and the Head Blade http://www.headblade.com/Merchant2/merchant.mvc?Screen=PROD&Store_Code=HB&Product_Code=50300-4&Category_Code=headcare
is a neat little dealie that just gently rests on your dome and rolls across without pressure and therefore, hypothetically, without irritation. The stuff is expensive, though.
As far as I know, my Dad just uses a Mach 3 and non-foaming shaving gel.
Hope this helps!