The absolute best is Aquaphor. It's not an actual chapstick, but it's like a greasier version of vaseline. I found a large tube of the CVS generic in the first aid section of the store. I use that when I'm at home, always before bed.
For on the go, I have Chap Stic brand Medicated chapstick. It makes your lips feel tingly, which is very weird the first several times you use it, but it has gotten to the point where it's the only one that lasts longer than 5 minutes or so.
Make sure you watch out for your nose...it will probably get dried up too. I have to use lotion in it on a daily basis or end up with days like today where I got two nosebleeRAB.