Exfoliating your lips before putting on anything really helps

You can just use a damp washcloth, but I use some stuff I got from Bath and Body Works, it's from the Bigelow line. All it really is is petroleum jelly with some menthol and sugar in it

I use Carmex at bedtime every night, then Soft Lips (with spf) throughout the day.
Like the last poster said, it really helps to be consistent. If I fall asleep before putting on the Carmex, it takes me DAYS to get the chapping to go away.