I've been using the Merkur Platinum blades that came with it. In all honesty though, I've never tried any other blades, so maybe I'm missing out.
The one downside to the DE razors is that (at least in my area) local supply of blades is somewhat limited. The drugstores that do stock them just seem to carry whatever basic cheap-ass blades they can get. My guess is that they think these blades are only purchased by 80 year old men, probably passing up a good revenue opportunity.
I think I'll order some of the Feathers and give those a try next.
Merkur is a great blade, but then I came across the Feathers and I think the japanese have a leg up. It's one of the sharpest blades I've used. Definitely recommend you sample a pack.
I tried at least 6-8 different blades when I first started w/ a DE razor, and Feathers blew all the others out of the water. Every face is different, but Feathers are definitely worth a trial at least.
I had quite a lot of problems with the Feathers blades when I tried them. I suggest you try them anyway as what works for me won't necessarily work for you and vice versa. Try a variety and find what works best for you.
Several months ago I switched to a Merkur 180 long and experimented with several blades. I found the Feathers to be my least favorite blade, even though they are revered on Badger and Blade. They feel too harsh. I settled on Derby's. I get at least 4 comfortable, close shaves. I won't ever go back the shaving 'systems'.