Try switching to an oil-based moisturizer and use it often! Dermatologists recommend applying moisturizers to the skin within three minutes of washing your face or stepping out of the shower. This helps trap the water in the skin and decreases dryness and itching.
Speaking of showers, try to limit the amount of time you spend and the temperature of the water. Long, hot showers zap your skin of its natural moisturizing properties — short, warm showers are better for your skin in the long run. If bathing is how you relax, try adding a few drops of body oil to the water so that you'll retain some of the moisture once you are done.
For extremely dry skin, try petroleum jelly. It seals in moisture and heals dry skin — including your face (it's non-comedogenic so despite its appearance, it won't clog your pores).