Here in Alberta its pretty dry so a good wipe with some toilet paper after a shave does the trick. That being said I have been wondering about something like olive oil. Any oil would do I suppose though some are better at displacing water than others. I have been looking at one of those pressurized little spray bottles found in cooking supplies. The cap is pumped and then you can spray oil like a can of Pam. Some of these bottles would look classy next to shave stuff. A basic pump type is available too.
Have to admit there is something kind of attractive about using extra virgin olive oil. At my age thats about as close as I will ever get to anything virgin anymore.;)