I use aftershave. The brand is Clubman, and it's like $5 (US) for a bottle. I'm about 6 months into one and haven't even used 1/4 of it.
I also use a straight razor, so it's a little more important. And much cheaper than good disposable blades. Between shave soap, new blades, (It's a cheap modern handle that takes them) and aftershave, I figure I spend about $10/year on shaveing and related supplies, not counting water usage, as that's included in my rent. Cost to get started (Handle, brush, mug) was less than $20.