I don't wear any, but I got lucky with my skin genes, so my skin's naturally okay.
I suspect like most things, the best thing to do is fix nature's way of getting the skin moist rather than slapping on some chemical agent straight away.
So at the risk of sounding like your mother, make sure you eat 5 fruit / veg a day, and drink plenty of water. If you go out drinking, watch out cause your body needs to use water to flush out the alcohol. Same for caffeine.
Lack of a good night's sleep seems to leave the skin dry as well.
Also, don't over-wash your face. Washing (especially with harsh compounds like soap) can dry out your skin. Lots of people have 'cuts' in their hands from over-washing. Skin naturally cleans itself, so it's not necessary to wash them as much as you'd think.
But if you've done all that, and your skin's STILL dry, maybe it's time to give the moisturisers a shot.
--> Beethoven