I usually use a small and soft terry cloth, available in all the hotel rooms
Sometimes I mix honey and sugar on my palm and voilà, perfect facial scrub. This leaves my face glowing and sooooo soft.
Dermalogicas one was very good when i tried it but its pricey. I have a large sample of Cliniques 7 day scrub that im using at the moment and its nice. your skin doesnt feel tight afterwards at all.
Cheapest way to exfoliate is the aspirin mask. Shiseido Pureness line deep cleansing foam has some grains that exfoliate too. That is my favorite face wash currently.