Water is your friend. When I'm using oils, I wet my face and hands with hot water first, put a few drops of oil on my hands, then spread over my beard. During the shave, add more water as required to keep the face wet.
While I do use oil alone when I'm in a hurry (faster than lathering up soap), I don't tend to use it very often. Some people use the oil first, then lather up soaps or creams on top (hence why it's sometimes called pre-shave oil).
All the shaving gear tends to be quite personal, so I won't be foolish enough to suppose I could recommend a permanent razor for anyone but myself (though some might insist the Merkur HD could be it). I'd say start with a Weishi razor and Dorco ST-301 blades (or Derby if you can't find Dorco), and move on from there as time/money/interest permits. Same goes for the brush; Start with any natural (boar) bristle, and later move up to various badger grades if the mood strikes.
Technique is more important than equipment, but driving a nice car is always fun! Enjoy the ride!
"Any intelligent fool can make things bigger and more complex. It takes a touch of genius -- and a lot of courage -- to move in the opposite direction." Albert Einstein