As far as I know, you shouldn't need any under the foreskin, but it's really up to you, lube's a nice experience either way, experiment and see!
I don't think any is needed under your foreskin either. But as Rosina said, don't be afraid to experiment. Have fun.
Stephen Fry [the host of Qi] recommends butter for that kind of thing :lol: you get great comedy off that show AND great advice! :roflmao: