Check out the Zirh and Lab Series stuff.
I use the "Clean" alpha-hydroxy facewash by Zirh, as well as their shampoo, conditioner, and most importantly, their pre-shave oil (definitely give this a try!)
I use Schick Quattro titanium razors, and use Nivea sensitive aftershave balm
If you use an electric razor some or all of the time, try Lab Series pre-electric shave lotion. I get such a good shave this way that I just end up using the electric most days, unless I have something I want to really get "smooth" for!
Go you your local mall and the department store(s) should have a few samples from Zirh or Lab series.
Bottom line Do's and Don'ts -
DO shave IN or After your shower, when your face is moist
DO use a pre-shave oil
DO make sure to have a clean blade with every pass
DO use aftershave lotion
DO use moisturizing face lotion, unless you have already oily skin
DON'T spray cologne on your neck for at least a few hours after shaving
DON'T use a razor if it has any "snags" whatsoever
DON'T press too hard; let the razor do the work!
DON'T use a scented aftershave lotion if you have sensitive skin
I find that it's not so much the quality (and hence, price) of the products that I'm using, rather the fact that I am using the optional products (pre-shave oil, aftershave) in my regamine that contributes to the nicer skin. Nivea sensitive aftershave balm is only about 5 bucks, and you'll need to look no further for the perfect aftershave. The Zirh pre-shave oil is about 15 bucks, but well worth it. It makes it feel like you're shaving peach fuzz off a baby's butt.
Personally, I haven't found much reason to buy expensive shampoo and conditioners. I use the Zirh stuff because this really friendly SA hooked me up with 3 bottles each of shampoo and conditioner, just for buying one bottle of Zirh! This stuff is a bit pricier than the stuff at the drugstore, but I don't think you'd have any problem finding comparable-quality product AT the drugstore as well.
Hope this stuff helps! Try the Zirh oil and the Nivea balm!