Unless your skin is so tough you can strike a match on it, I'd recommend against it. Even the most careful shave is going to beat up your skin to some extent, no point in getting medieval on it.
If you exfoliate, you're supposed to do so prior to shaving. It will remove skin around the hairs (fighting ingrowns) help lift the hair from your face, etc.
I was just wondering if its okay to exfoliate with a scrub after shaving? Or would it be too harsh on the skin.