Have any of you used a plastic liner in your tub to keep it clean while getting
messy? What have you found works best?

Haven't used it in the tub, just on the floor, but my wife had the idea to use a plastic shower curtain liner. Cheap, big, strong. Depending on how big the tub is, that might be worth a try.

Sad tub-related note: I'm selling my house (that's a good thing) but the day we were going to do one final shaving cream bath in the garden tub, the contractor was working on the house. New tub is just not big enough

I've used 2 mil plastic to line a kiddie pool. I would never not do that going forward. Cleanup was so easy! I will say that I used a plastic dust pan to scoop much of the glop into a heavy, contractor-grade trash bag before I pulled out that liner. Depending on what you're doing, all that stuff can get very heavy!