I've done different wet methods, and they work, but the clean up is too much work. I've used liquid soap in the shower, and it can be fun, but I've rubbed myself raw to where my penis has bled.
Most of the time, I'll wrap a pair of briefs or boxers around my dick and go to it. Feels great and provides a method to catch my load when I blast.
Another thing that I discovered was baby powder or body powder. It feels amazing when you stroke your powdered dick. I use the powder when I want to watch my load fly all over the place.