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.
On the sharps website, you can get a free sample pack for $3.00 shipping!