This happens to me ALL the time. Go into a nice bubbly bath, put some showergel on your legs and mix into it a handful of bath bubbles (odd I know). Once it's all lathered up, get shaving, and if you run out, add more bubbles - it's exactly like shaving cream and oh so cheaper!
If I run out I'll use conditioner first, but there have been a few times I've been out of that too so I've used aloe vera gel before, and also some "personal" lubricant that I was allergic to while using for it's intended purpose.. worked MUCH better under the razor!
soap can be drying. I recommend body oil or hair conditioner but you'll need to clean your razor thoroughly afterwards as it may clog up multi-blade razors.
Im the same, I always use dove soap, or baby oil, baby oil smooths your skin and I noticed I dont get shaving razor or irritation like I use to when I used foam, also baby oil leaves you skin feeling smooth and no smell afterwards. Though at first when you shave you notice the water bounce off you and you feel like a rain coat or umbrella, but I use to hate when you applied foam and when you reach for your razor the foam had washed off with the shower, the oil stays put!