When should my son start shaving his face? And how do I teach him to do so?

The short answer is when he becomes aware/self-conscious of facial hair. Additionally, there may be external pressures provided by school/teachers and/or employers if he works. This question refers to the larger issue of the image that your son may wish to project (clothes, hair, facial hair, etc. and issues of conformity vs. rebellion).

As for teaching, demonstrate using both blade vs. electric razor. Of course when using either, skin care of the face and neck are important. Nicks and tears require proper hygiene in order to prevent secondary infection.