You probably want to read a bit on starting up, selecting a razor etc., or you may end up with a razor-shaped decorative object - a good starting point is probably the stickies at the top of this section and the links in them.

The aersosol goo works sort of, but it's not soap. It's also designed for long shelf life with all compromises stemming from that. You can probably find the william's mug soap at your local drugstore - it's not the most moisturizing soap, but it's widely available and probably as good soap as you can buy for 99c. Of course, the cost of soap is negligible over the long run since it lasts really long time. I think Utopian was using a puck of williams for 2 years or something, so a big sized triple milled soap could probably last close to a decade, if one choses to be super frugal.
Then there are shaving creams, which are less economical and many people prefer making lather out of them (I prefer soaps). There are also brushless creams and I forgot which were the ones I tried but one of them worked quite well.