I use a safety razor. The kit I bought (from Art of Shaving) came with pre-shave oil, which I initially used. But after I while I just stopped using it, and my shaves haven't suffered because of it.
What I usually do is take a shower first to get the whiskers ready for a shave. If I don't have time to shower I wet my face down with warm/hot water. Shower is preferable. The I lather up and get the job done.
So to answer your question directly: no, you don't have to use all that fancy stuff. Though personally I would recommend an aftershave of some sort. It prevents razor burn, it smells good, and it stops your face from breaking out in weird razor rashes (razor burn I guess, like I said before). Pre-shave oil is not necessary. I think aftershave is, but its really up to you.
I hope this helps!
Warm Aqua Velva also stings like the dickens when used as a disinfectant on bee stings.
Nice! That stuff sure does sting like a b!tch.
Somehow, I'm imagining a scene out of "Home Alone" with Macaulay Caulkin...