Hi and welcome to TSR!
As already mentioned, go to Connaught for a good blade sampler pack. He has a very large variety!
I started out with a Progress, just because the 34c was out of stock at the time I ordered. When I did not get the results I wanted, I just dialed up the setting. One year later, and a few more razors, I now get consistently good shaves with the progress at setting 1.
My point is this: Stick with the EJ for a while to get the technique right. You can get closer shaves faster with the progress, but doing so may not force you to learn the angles correctly.
That said, you may very well be a faster learner than me.
Enjoy!
/Max