Well, the traditional barber approach is to use a warm, moist towel, placed around the face.
And it feels GREAT!
I can't agree more. My most luxurious shaves have been the times that I've been treated to a hot towel shave by a trained barber. Generally a application of machine hot lather, a hot moist towel then draped around my face, usually followed by another hot towel once the first has cooled. Then, another application of lather and a delicate shave with a shavette style razor. All while reclined in a barber's chair.
Heaven.