Do use lotion, even when your skin doesn't feel dry. Apply moisturizer onto damp skin to help lock in water before it evaporates.
Don't use too much. Quality moisturizers are highly concentrated and designed to be effective without a thick layer. If you use too much, it's more likely to sit on the surface of your skin, occlude the surface and potentially trigger breakouts.
Do look for products that match your skin type. While there are common allergens that are present in many lotions, look for those free of parabens, fragrances and aloe that can irritate sensitive skin or allergies.