I went with a Sledgehammer Slant after about 6 months of trying various DEs. Now, that and my trusty Merkur HD are all the razors that I need to cover every shaving situation.
I have a handful of straight razors already, but I didn't relish the time and labor intensive effort needed to maintain them.
Why not try the Slant first? The cost is going to be far less than acquiring a straight edge razor and the associated peripherals - strop, paste, etc., and if you don't like, it will sell quickly on the B/S/T forum.
I got an incredible shave from my slant on Saturday. It was the closest shave yet. SLANT
When I first started I said that I'd probably never get into straights. Well, never say never as the saying goes.. It's been 5 months since I began classic wet shaving and I now have (in addition to my DEs) three straights & two strops..
The Hen & Rooster razor in the first pic only cost me about $45 so you can find straights priced right..
That said, I don't think there's any kind of 'official progression' that one must take, just where ever you feel drawn to..
I have not tried a straight razor yet *keyword is yet* but as for DE, I am good because I have both a 37C and 39C slant razors! I say try the slant and see how you like it. I recommend a 37C first since it has a lot more control but the sledgehammer is great as well! Just get both and you should be fine!
If you are looking for something different, a straight razor is the way to go, IMO... you are opening a can of worms with that one... in a good way, though