It really depends on your facial hair. Some people have fine, light hair that's baby smooth with a quick shave with the grain; others need to practically sandpaper their face against the grain to get rid of stubble. I fall into that second category.

From personal experience, there's nothing wrong with shaving against the grain... IF you are careful, gentle, use a very sharp blade and really hot water, and rinse with cold water when you're done. As cold as your tap water will go.

Shaving doesn't just cut hair; you are also picking up microscopic skin follicles as well. Usually not enough to tear or cut your skin, but the risk of doing so goes up when you're shaving against the grain. If your blade isn't sharp enough, it might pull on hairs a bit instead of cleanly cutting through them, and then you're at risk of cutting into your skin too, instead of smoothly gliding over it.

Of course, your mileage may vary, so if you have curly facial hair, you might be at risk of ingrown hairs by shaving too close. There are skin treatments to help prevent that, but I've never used anything like that, so I can't speak to it.

The hot water helps to soften your hair and make it easier to cut. Cold water closes your pores and helps to keep infections out. If you're shaving against the grain, you're likely to have more micro tears and cuts in your skin, where bacteria can nestle in and form zits or other skin infections. So wash your face with cold water afterward!

I personally shave with the grain on my face and against the grain on my neck. It's almost impossible to shave with the grain on my neck because it grows upwards in the center and then arches outward like a rainbow on both sides on my neck. Any way I shave will be against the grain at some point on my neck, so I just do a good job shaving until I can't feel any stubble anymore. The only time I get redness or irritation is if I did a rush job or didn't rinse well enough with cold water.