Have you tried Ultra Shave? It's used to be about £15 a bottle but you can get multiple bottles on ebay for v cheap. It's my current shaving cream/after shave balm of choice.
A few years ago 'Tomorrow's World' asked people for ideas of inventions they would like to see in the future.
My idea - which was read out - was for some kind of depilliation cream, similar to the stuff women use on their legs, to be produced strong enough to tackle beard stubble but not in a skin damaging way.