I was using the Proraso myself. I've been trying various others out, but on their own they really don't have much long term cooling. Mama Bear "Awakenings" seems to have the most kick though.
For a mentholated aftershave, I've been using Gentlemen's Best "Chilled" for the last three weeks solid. The chill makes it all the way to work for me (an hour from sink to work desk), and the scent lasts until lunch.
Proraso has recently been the go-to cream for me, too. I was actually in Montreal this past weekend, and picked up their Pre/Post cream. I even used it as a regular moisturizer when I hadn't shaved, just because the cooling sensation is so refreshing.
Tried putting my razor in the freezer due to a serious lack of menthol products in my house. Couldn't decide if the result was hurts-so-good chilly sensation or just regular pain.
Good that its working for you. Being here myself, the last few shaves I've been using Col. Conk's glycerin soap, and its worked like a dream. I had put the Col. away for awhile and just decided to give it a try some time ago. I was very pleased with the results. Works great in any weather.
Almost all of my family is on the east coast of the US, so I have heard how bad it is back there. I hope the weather breaks to your advantage soon. Until then, enjoy whatever cooling sensations you can muster.
You might try a frozen wash cloth after your shave. I read a post on that here recently.
+1 on Proraso. I've been using the Pre/Post, Aloe/GT soap and Bigelow cream all week, and its made a BIIIIIIG difference with being able to stand the heat.
Today, i got a phone call right when I had lathered up with the Bigelow cream ... I just left it on while I talked on the phone for 30 minutes. Even though it had dried out, it was still cooling me a half-hour later. I just wet the brush, swirled it around on my face, and went to work with the razor. Got a great shave that's still feels good almost 12 hours later.