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Mitchell's lanolin before going in the shower (pre-shave) and Trumper's Indian Limes Skin Food (pre-shave) after showering and before starting to shave. I also exfoliate my beard with a hot flannel between passes, as my stubble is like copper wire! Result: super close shave even when using a mild razor and blade
Dove Beauty Bar. Rubbed it on dry, wetted my beard and lathered up with Cella. Seemed to permit an extra bit of closeness (I think).
Will likely try others, as I like experimenting with products re-tasked as pre-shaves. I've already had good luck with Noxzema, a shave gel and hair conditioners, but Dove seems better. And, of course, one of these days I'll break down and try some dedicated pre-shave products (Cube, Grooming Dept., etc.)
That said, nothing beats a good, well-beaten lather generously applied.