Dry skin treatments?

So it's not a beauty question yet but it will be come summer:

I have dry skin. As in my legs get kinda scale-y. But I'll be damned if I can find any lotion that helps.

It's gotten worse in the Minnesota winter too. Some of it may be the laundry detergent allergy issue (I'm allergic to most detergents) but this has gone way beyond that. The other day I had to stop myself from scratching my tummy into oblivion and after I was done you could just see all the white dry dead skin which was the ultimate in badness. And last week I scratch my foot into pain (and I go around barefoot or in slippers most of the time, even at school). I scratched the top so bad that I scratched off the top layer of skin and was bleeding.

So. . . .thick commercial lotions don't appear to work. The only things that seem to help are ones that are so thick they can't be put in bottles. So does anyone have recommendations on that score? Something within a grad student budget would be helpful remembering that every bit of my body needs to be slathered. And then. . .exfoliators? Any ideas of good all over ones, or recipes for homemade ones that you know help? I have my Buffy the Backside Slayer from Lush but quite honestly that doesn't exfoliate well enough at all!

I wanna go back to the deserts where I didn't have these problems *whines*