I had this problem with Mitchells Wool Fat soap, which I tried with very high expectations from all the enthusiasm you hear about it. But it was hard to lather up and dried on my face really quickly. So, ironically I went to VDH Deluxe, which is like $2 a puck, and found it lathers up nicely and stays with me the whole shave. The "Deluxe" can be melted gently in a microwave and poured into your shaving mug to solidify.

Others here like to malign the cheaper and more widely available soaps, but really…it's just shaving. I find the VDH soaps and the Poraso creams do a very fine job. For luxury, I think more of my razors themselves and my aftershave. Soap and cream in the end is just soap and cream.