I've only been sly for about a week, so I don't know how much advice I can offer. I've been using an aftershave balm, a moisturizer, and sunscreen. I apply the aftershave right after I shave (duh), then I'll usually finish up the rest of the routine (deodorant, brush teeth, get dressed, etc.) and then do moisturizer. Sunscreen is the last thing right before I'm out the door.
I leave some time in between because I find that slathering everything on one after the other makes my head feel greasy due to the amalgamation of goo I'm putting on it. But, this is mostly to avoid the greasy feeling and I don't think I'm doing anything harmful to my head. But, again, I'm a sly newbie and no expert as far as scalp care.
Obviously if your head has a burning sensation or something I'd be concerned, but that doesn't sound like an issue you're having.