L.B.
I'm going to go in another direction and just suggest something topical for you since the other suggestions all seem very valid and there is no sense repeating them.
My daughter has severe eczema and I get a winter rash that causes a lot of itching and burning. After numerous dermotologists I can HIGHLY suggest using Vanicream soap...it has no dyes, formaldhyde, scents, etc. It has worked GREAT on our skin and they also have a nice lotion. My daughter is also on a liquid anti-itch medicine called Atarax. I don't know how it converts for adults (liquid or pill form) and we don't use it unless she is itching REALLY bad but it does stop the itching so she can get to sleep and have some relief. Whatever you do, stop any kind of soaps and fragrances...Use something that is a non soap if you are washing yourself and only use tepid water soas not to aggrivate the skin further.
I would also recommend following up with a dermotologist...they might have other ideas too.