Lab Series for Men invigorating face scrub has caffeine in it, you'll definitely feel it. It's a little pricey but one of my personal favorites.
Nivea for Men, Everyman Jack, Neutrogena for Men. I don't think menthol actually does anything for your skin, other than give it the tingling sensation.
When I used a scrub, I liked the Everyman Jack one. It is not as abrasive as Jack Black, but it's cheaper, smells better (in my opinion) and is just as effective (use slightly more pressure).