As a general rule, avoid anything scented. You want as little extra crap in there as possible.
I have pretty bad skin in general (dry/eczema) but for some reason this year the dryness has cranked waaay up and it's been pretty hellish. The thing I've found is that different moisturizers seem to suit different people, however I've recently stumbled upon this stuff.
Vaseline Intensive care: Advanced repair.
It's the best and longest lasting I've used and doesn't leave me feeling too greasy, and it's surprisingly cheap too.
Thing is, it seems people just have to cycle through various brands until they find the one for them, but Id suggest giving that stuff a try.