My preference is first with pure glycerin, which is completely water soluble. A quarter size in the palm slapped directly on the wet face before lathering is a superb protector.
My second choice is pure coconut oil which has a very low melting point (less than chocolate). It is also the only one that leaves no residue for me.
There are other good oils like avocado, olive, and others, but they tend to leave a residue because they are not very water soluble.
Enjoy