I've used alum off and on over the years (and I'd be using it now, had one of my children not dropped it on the floor, turning it to gravel). One thing I noted is that it does not play well with GFT Skin Food, as it seems to make it "curdle" a bit. Unlike most users, I don't rinse it off-- just rub it on and pat dry. No adverse effects noted.
I've also used DRH pink aftershave, Proraso shave balm (white stuff) and splash, the previously mentioned GFT Skin Food (often), GFT moisturizer (not anymore), Thayer's aftershave, and probably some other things over the years as well.
I find my preferences are based on the season and weather. Warmer weather seems to call for skin food. Cool, wet weather results in alum. Not sure when I use Thayers-- somewhere in there. I don't use any moisturizer, however.
YMMV, of course.
-Scott