I was wondering about making lather when I first started, too, until I read Glen's wiki entry:
Making Überlather - Straight Razor Place Wiki
It includes the link to his original post.
It's simple and it's the only method I use now.
I can manage getting lather on a cake of soap, but this method is superior. The lather is also far superior to anything you'll ever get in a can from the grocery store.
Glycerin is pretty cheap and available at any drug store (maybe even the grocery store). The shaving cream, however, is a different story. I only have a tube of Proraso, but there's about 100 different creams I'd like to try. They get pricey, but they last a long time. My wife is starting to get a little leery about the amount of money I've spent this year on shaving *cough*
needs *cough*, but she loves to rub my face!