A good shave starts before you actually shave. The area you’re going to shave needs to be clean and thoroughly wet before you begin. That means washing the area with a gentle soap and lots of warm water. Be sure to use a product made for the face, even if you’re shaving somewhere else. Body bars and deodorant soaps strip off the skin’s natural oil, drying out the skin too much for shaving purposes.
Be sure to be generous with rinsing: warm water will soften the skin and stubble allowing for a closer, more comfortable shave, but it takes time. I’ve had physicians tell me it can take up to three minutes to properly prepare the skin for shaving. Not everyone needs that much time, but the time you do use will be well spent. Adding a pre-shave oil can act as an insurance policy for more lubrication, but nothing can really take the place of clean, wet skin to start.
There are a wide variety of facial cleaning products, some specifically marketed as pre-shave cleansers. For example, Gillette offers several products such as their Thermal Face Scrub, and Neutrogena has their Razor Defense Face Scrub and the Anthony LogisticsGlycolic Facial Cleanser.
Another idea you can try is to use a little of the shaving cream or soap you’re about to shave with as cleanser as well. This works particularly well if you use a traditional lather shaving cream or soap (applied with a shaving brush). Just work up a soft lather onto your face then hold a warm, wet (but not dripping wet) flannel to your face for a couple minutes, wipe it off then lather as usual. Here’s a video that shows that technique.
If you still want that “insurance policy” of a little extra lubrication on your skin, there are also pre-shave oils and other treatments.
Finally, here is another video that might give you some alternative ideas for improving shave prep.