I have trouble exfoliating my face fully, too.
The only thing that really seems to get it is a pumic stone, but that's way too harsh for my face/soft skin, esp. on a daily basis. Scrubbing the areas with a dry towel after I get out of the shower seems to work ok, but that gunks up me and the towel. :)
What do you use that works really well (chemical or physical)?