Like most of your tools, a safety razor will perform better and last longer the better you look after it. Dissembling the razor and cleaning with an old toothbrush is recommended, the more the better. A soak in highly diluted vinegar will work wonders also.
It is also recommended to take out the razor blade after each shave, this will release any build up of soap and stubble. Having a magnet handy is a great way to keep your razor blades between shaves.