I posted on this thread forever ago (well, 4yrs ago) but things have changed quite a bit in that time.
Currently I'm shaving with a store brand version of one of the "big name" razors, so nothing special there, but the other products I'm using I've really liked and came across them at the grocery store (it's a regional company) -- I know Target also carries the brand. It's called Every Man Jack (or EMJ) and is all naturally derived and, for those for whom it's a concern, is not tested on animals.
I have their pre-shave scrub (an exfoliating face wash, basically), their shave cream, and face lotion but they also offer numerous other products that I'd like to buy but aren't strictly relevant to this thread (body washes and bars, body lotion, hair products, deodorant) -- they also offer premium shave options. It's all very reasonably priced and usually come in one or more different scents or a fragrance-free option.
On the subject of blades I've been thinking lately of trying a straight razor next. Not gonna lie, the old-school cool factor is part of the motivation (what can I say).