Shaving - Do you use cream?

[thing85]

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Shave in the shower, use shaving oil for closest shave.

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I'm tempted to try shaving oil...do they sell that normally with all the other shaving creams in the store, or is it one of those special things that you order online? My face gets irritated easily, but I can't stand not being clean shaven. I'd be interested in trying something that would be better for my face.