In the US, King of Shaves makes a decent shave oil in a handy travel size, a little goes a long way with this stuff.

http://www.amazon.com/King-Shaves-Formul...422&sr=1-11

Magellans sells an all natural one, but I haven't tried it.

http://www.magellans.com/store/Health___Personal_Care___ToiletriesKR381?Args=

I normally rubberband a couple of spare blades to the handle of a Gillette Mach3 (best razor ever), which packs small. Though I suppose if you want to get all fancy, you could get this travel razor (though I haven't seen it sold in the US):

http://www.avid4.co.uk/