I rate the settings on my slim like this:
1, Nancy Boy
2,3 Mild
4,5 Medium
6,7 Aggressive
8,9 Stoopid
That said I have mine set at 8 with a fresh blade, and dial it back a bit on subsequent shaves.
My slim is usually set on 5 but depending on my shave I'll adjust between 4-6
Anyone having trouble with cutting themselves should get an adjustable, on the lower setting you couldn't cut yourself if you tried.
On my Slim Adjustable (my daily shaver these days - with a Treet blade, usually), I set it on 4 for the first (WTG) pass, then dial down to 3 for the XTG and ATG passes to follow. My beard is normal, but my hair is very fine, and I have somewhat sensitive skin.
How do you guys manage not to butcher yourself when you shave on 8 or 9?!