Eliz Arden 8 hour cream is the only thing that works for me (and the horses). it's not cheap, but it really works. the big tube lasts well over a year if only used for lips, but occasionally if my face feels really dry after a freezing windy day outside then i use it as a super-moisturiser all over.
Carmex if my lips aren't too bad, Elizabeth Arden 8 hour cream if they are bad. It's amazing. Even if you just test it in boots or somewhere, it'll sort your lips out straight away!
White stuff used to sell it, but now you need to google it to find somewhere selling it!
It has lidocaine in it so numbs chapped lips (odd sensation!), has sun block and is super effective. Also using regularly seems to prevent cold sores too.