I have used several pre-shaves over my wet shaving career, but no longer find any use for them except the Proraso green as it feels great when combined with the Proraso green cream. Don't think it does anything except provide extra tingle though.
If I have dry skin I may add a few drops of oil pre shave to help with moisturising skin, but it's rare nowadays.
I just like to apply cream or soap and shave unless its Proraso Green of course…. :)