St Ives has a couple of lotions that I really like that are paraben free and mineral oil free. There's an oatmeal and shea butter one (I think) that I use daily on my back and bump!
Baby oil is just mineral oil ... don't use it (on you or your baby)... it feels nice at first, but mineral oil just dries your skin out even worse as you keep using it. If you want an oil, go for coconut oil or even just plain olive oil or grapeseed oil.
If you are using any creams, read the ingredients and make sure they don't have the mineral oil in them.
Raw shea butter is nice too. It takes a while to soak into your skin, but it feels nice. You can make a 50/50 concoction with coconut oil - melt the two in a pan on the stove, then stick in the fridge to harden, then beat it with a mixer until soft and fluffy. Feels just like lotion, only there's no question about what is in it!
Shower as infrequently as you can, and take cool showers. Cold water is not as drying as hot water. I also don't use any soaps on my dry skin areas.
And, of course, keep yourself hydrated. Drinking more water should help
I have to keep my fingernails cut all the way off in the winter, or I scratch until I bleed in my sleep. I can stop scratching during the day when I'm awake, but at night I apparently claw myself open (or attempt to). I feel your pain :/