There are SO many options out there, it's really best to try a few out and find what fits your face best. I would suggest ordering the free samples from The Art of Shaving. I received mine a week ago (they sent two sample packs, each w/ unscented Pre-Shave Oil, Shaving Cream, & After-Shave Balm). The oil made a HUGE difference in the shave.
For soaps, check
THIS THREAD out. Lots of good recommendations, and you'll notice that most people like soaps. I would suggest Colleen's soaps from
The Gentleman's Quarter. I love the old-time William's Mug Soap as well.
Aftershaves...there are tons of options here as well. I typically prefer the alcohol-based AS like Aqua Velva and Clubman Pinaud. Recently, I've been adding in a little Witch Hazel.
Try 'em all out. I have a list of about 30 items to get...don't know how I'll OK that with the wife though.
EDIT: Oh yeah, check out the Shave of the Day (SOTD) threads. You'll get an idea of what these guys use on a regular basis, and they even detail what they did DURING their shave (hot towels, WTG/XTG/ATG, etc...)