I shave and exfoliate while in the shower, and don't use an aftershave. The hot steam from the shower helps soften the hairs and open up pores for cleansing. Usually, I shave before exfoliating and cleansing to preserve the natural oils on my face, which helps the blade glide. But some people recommend cleansing first (I'm guessing for safety, in case you cut yourself, but I'm not sure). But if you have dry skin, you may want to shave with a moisturizing shaving gel after the cleansing to help hydrate your skin. I have naturally oily skin that stands up to shaving pretty well, so shaving last usually leaves my face oily/puffy feeling. I may just need a better shaving gel, though. I don't have much aftershave experience, but I assume that would go last.