I use Proraso, it is very menthol, very thick but not clogging in the razor, and will stay on the face and will allow you to double up on your face a second time to get that extra close shave.
It can tend to dry your face out a bit, but if you use a lotion after words, it works great.
I have used sharps and King of Shaves, neither are even close to this stuff from Italy in the cool metal tube.
Also, for $10.00, it lasts forever.
Note, you can also get it from Bath and Body works under some goofy brand, it is in the green box for 10 bones.
NOTE:
On the sharps website, you can get a free sample pack for $3.00 shipping!