I stopped using a safety razor years ago, but I refuse to give up my mug and brush. Nothing beats a nice warm lather and the way the brush feels against the skin.
I have my mug and brush, but I'll tell you the truth that the absolute best shaving lubricant in the world is (drum roll here) plain old Noxema in the blue jar. (The generic equivalent store brands loose out in this one. I've tired them all.)