For the last several years now I have shaved regularly (at least once a week!) with a shaving brush. I had worked through several cheap, Walgreen's brushes, because I am a cheap, Walgreen's kind of guy.
Then Al Gore connected me with the World Wide Internet.
A simple google--"best cheap shaving brush"--put me in touch with Tweezerman's shaving brush on Amazon. At $13.50 it falls far below the $35 entry price for any other kind of badger hair brush. But, as the reviews describe, the bristles actually stay in!
This is good because the bristles hold the water and the heat. The better they do that, the better they are. Then, because at some point they all do that, the softer they are the better they are.
So, you can get a brush with the chest hair of an endangered silver-back badger from the Isle of Man, with silver accents and mother of pearl, or something like that for around $600.
Or, if you, like me, are "new money", then stick with the Tweezerman from Amazon. Been using it for about six months now and it's holding up nicely.
Oh, but I still use shaving soap from Walgreens.