My skin is TERRIBLY itchy in the winter as well. I've been to a couple of dermatologists over the years and the best OTC suggestions I can give is to...
Limit your exposure to overly hot showers and/or saunas. Long, hot showers, with nothing applied afterwards could be one of the worst things for your skin at this time of the year.
While you're still in the shower and before you've dried off, use baby oil, pat yourself dry, and then lotion up.
I know...it sounds like a lot. My thing was, if I had time to do all of that, I'd already have been doing it. When I stay consistant with it, I have no issues for a long time.
Cetaphyll (sp?) and Aquaphilic are excellent lotions...expensive, but very worth it.