Do you have a filter on your shower? Chlorine and other chemicals can wreak havoc on skin and hair, not to mention the harmful effects it can have on the respiratory system. You know the rule, if you don't want to eat it, don't put it on your skin. If you drink filtered water, you might want to consider putting a filter on your shower as well.
Ultimately I would like a full house filter system. But for now I have a good drinking water filter in the kitchen and this New Wave Enviro shower filter as an immediate solution for the shower.
My skin used to be dry after leaving the shower and I'd need to apply a lot of lotion. Not anymore! I'm certain it's the filter. I don't have any sort of chlorine tester so I can't be scientific about it, but it feels better. The price is great, and they sell replacement filters for yearly change-out. It's easy to install, you just need a wrench and about five minutes. You can find it at www.healthegoods.com.