I have very sensitive skin but it's not as dry as what you're describing. I use Complex 15 for most of me. It's hard to find at drug stores but you can get it on drugstore.com.

For my hands I use Aveeno, since it seems to last through a day of washing my hands better than the Complex 15.

If my legs were really bad, I would try putting Aquafor on them. It's kind of greasy (similar to Vaseline in consistency) but if you don't use too much and rub it in well, I think it would be okay. It's made by Eucerin and easy to find at drug stores.