You should wet your hands before applying soap. Running water is an important part of hand hygiene.

The CDC have some useful information about how to wash hands. This link has a bunch of infection control information, but look for the PDF of "Hygiene of the Skin: When is clean too clean?" (http://wwwnc.cdc.gov/eid/content/7/2/contents.htm)

Notice the 'Right way to wash your hands' tells you to wet your hands first (but does not say why, frustratingly.) (http://www.cdc.gov/handwashing/)

The WHO have a comprehensive document about hand hygiene in health care, with a lot of information about different solvents and etc etc,

I don't, I think it is wasting water for no reason (of course it has little impact). The only problem is when, at times, I have discovered there is no water through the faucet :(, then I end with my hands full of soap.

Yes. I require a tiny bit of water to reduce friction.

Hand washing requires both soap and water.

If I were to apply soap first I'd be unable to turn the water on without smearing soap onto the faucet.

So yes. I apply water before the soap because getting water on the soap dispenser causes no harm to others -- whereas getting soap on the faucet handle does cause (a tiny amount of) harm.