I have heard both ways and tried both ways and honestly can't tell difference. One says to wash, remove the dirt and oil, allowing your facial hair to better absorb water during prep as well as getting the junk off of your face before you put a razor to it. The other side says, no don't wash, use the oil on your skin as an extra lubricant for your shave.
What do you think? Do you wash your face before shaving?