I've been trying various pre-shave oils (even made my own from Grapeseed, JoJoba, and Olive oil) and have not found them very useful when using a straight razor. I do think pre-shave oils helps a Safety razor glide more smoothly, but I've stopped using pre-shave oils with my straights.
I'm interested to know how many of you find pre-shave oils useful. Please vote for the answer that best reflects your practice!