I have the same problem. In my case, it's because my beard lies very flat to the skin, so electric razors have a remarkably difficult time getting underneath the hairs. I sometimes have to shave against the grain with a regular razor in order to get vaguely close. I don't think that any electric razor will ever work for me.

When I was trying to use one, I also found that it made my skin very dry. I don't know if that's because I was flaying it somewhat due to pressing to hard trying to get it to work, or if it was because I ended up not using shaving cream and whatnot.