I’ve never found baby oil to be a useful lube. I know some people like it; however, it seems too abrasive for my personal preference. I like regular old KY or cocoa butter lotion. Being an oil, baby oil will survive having water splashed all over it in the the tub a little better than lotion or KY (which can vanish seconds after being submersed).
My favorite way of warming up is to either take a bath and then do my PE after exiting the tub, or to simply put some water in a glass at a temperature I am comfortable with and pressing it against my pubic area. The glass pressing against my pubic fat holds the water in, my penis is sufficiently heated, and—for whatever reason—this has always caused me to have a very nice limp hang after my warm-up. Few things penis-related make me as happy as looking down at my own limp cock looking large.
Oh, I’m also a big fan of latex gloves. Great for stretching.
"Only enemies speak the truth; friends and lovers lie endlessly, caught in the web of duty". -Roland, in Stephen King's The Last Gunslinger