Try Kiehl's Creme de Corps. It's very expensive, but I know someone who has eczema on the legs and arms, and this has cured it.
I know your problem isn't eczema, but it may be worth a try, as it's much better quality than most moisturisers (which are mostly water). You can get a small bottle or tub to try it, without forking out too much cash.
You can get it in Liberty in London, or Space NK, there's a Kiehl's store in Westfield in London W12. Or get it online.
There's a range called creme de corps, but just get the basic body butter (which is yellow).
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