As soon as you get out of the shower or bath, apply at least a light layer of moisturizer. This will help replace the natural oils that may have been removed by bathing and will also help lock in the moisture absorbed while you were in the water. If you do not have time to shower but you want to moisturize your legs, wrap them in a warm, wet cloth for 10 to 20 minutes. This will moisten your skin and open up your pores, so that the moisturizer can be properly absorbed. Lanolin is one of the few products which is known to produce lasting effects on the skin. It is a natural product made from a wax naturally produced by wool-producing animals like sheep, which is specifically designed to protect skin.  Liberally coat your legs in lanolin cream, such as Bag Balm, every day for a week. Once this week has passed, you can move to coating with only a normal layer once every 3-4 days. You can also coat your legs at night and then wear some old pajamas over the top, letting the product sink in while you sleep. Baby oil, coconut oil, sesame seed oil, and almond oil all make great moisturizers. Any one of these can be really helpful for getting your skin back to normality. It's not always the best long-term solution, however.  If you shave your legs, the oil can cause irritation and block the hair follicle, causing ingrown hairs. For this reason, you might not want to rely on oil all of the time, though applying the oil in the direction of your hair growth can help. However, for just helping your skin heal while you work on changes to your routine or for protecting your skin during the coldest days of winter, oil is great. Many other moisturizers do very, very little for your skin. Many are just a layer of goo that basically just sits on top of your skin. Look for the known ingredients which help skin, humectants and emollients, and pass on all those other creams because they're just a waste of money.  You want products that contain ingredients like lactic acid, Propylene glycol, and urea. One ingredient you'll really want to avoid is fragrance. Lots of fragrance chemicals are irritating to skin, so you should avoid them.

Summary:
Apply moisturizer right out of the shower. Try to use lanolin-based creams. Use oils. Avoid most other moisturizers.