I'm a great advocate of pre-shave oil
@MikeC and I've posted a comparative review thread on a number of products in the appropriate section.
The key is to prepare your face properly with a good pre-shave soap first and then make sure your skin is dry before applying the oil. You then need to use it sparingly and give it time to absorb.
I'm not sure how necessary or successful a pre-shave oil would be for head shaving though. Scalp skin does tend to have differing properties to facial skin and that needs to be taken into account when head shaving (it's why I've never needed to use a pre-shave oil on my scalp and tend to need significantly more aggressive razor combinations for head shaving).