If you have tried creams and they do not work so well for you (there is lots of choice above) you should try booking an appointment with a dermatologist, and not bother with the doctor.
Cybele
I drink 2-4l water daily. Usually I just use vitamin E body shop creams but once a week I use a vitamin E face exfoliater (from body shop too) and I put a bit of 100% almond oil on my face, mainly around my eyes.
I had really dry and itchy skin on my arms and legs. It helped a lot when I started using organic soap instead of regular soap. Then I put aloe vera lotion after every shower.
I have suffered of dry skin for a long time. I know it gets a bit better in summer time, but I got some nice new tips from this thread too, so I just wanted to say thanks.