My two current favorite aftershave balms are Castle Forbes and TOBS. They go on with no greasy feel and absorb into the skin almost instantly.

For variety I bought a couple artisanal balms and they were greasy feeling and resisted absorption. If you wanna know exactly what I mean, just rub some Jergen's on your face. It's fine, but you have to rub and rub and swirl this white mess around your face and finally it's gone. I'm gonna stick to the good stuff.