I didn't read all the responses, so I apologize if I repeat something that has already been said.
Last winter, I completely went into alligator mode. I scratched from the itchy dry skin until was bleeding. It was really, really bad. I started to research it, and again this winter, because I don't want a repeat of last year, but these are some of the things that have greatly helped me...
Humidify. The heaters suck the moisture out of EVERYTHING. put a humidifier in the room you are most often in, or do like I'm doing and sit it directly in front of your intake for your furnace. (mine is in the hall, up stairs, in front of the bathroom)
Moisturize: No matter how much lotion you slough on, it's not going to do as much good as you'd like. The surface of the skin does not take in moisture (past the flaky part anyway, and that's dead, theres no reason moisturizing dead skin)very well. Your best best is to start internally. Drink LOADS of water and you will see a difference in your skin.
Fabric Softener. Makes me itch, it aggravates exema, so I don't use it. I don't have exema, but what I had last year was HELL so I'm not taking any chances. Sources say to ditch the fabric softener for the season.
Last and very important, Lotion. I know I just said lotion doesn't do your skin any good, but when you get out of that hot shower, your skin is all pinkish or red. The reason for it is because your blood is rising to the top to aide your freaking epidermis. Your body is evaporating (with all that heat) out all the water that you forgot to drink, and it's making your skin all rough and dry. When you are still damp, pat off and immediately lotion up to hold in the moisture that's already in your body in your body.
I'm not scratchy this season, so this is working for me.
Good luck!