No doubt in my mind, SESAME oil! I began using it three years ago when I read about it being used in Ayurvedic medicine practices, as I was researching all-natural healing options while healing from a motorcycle accident (and five surgeries after it). It's been awesome! You use it for a daily (or before each time you bathe, if not daily) full body massage, from head to toe. I even use it on my scalp and face. It doesn't clog pores or cause oily hair because it is naturally absorbed in the body (and I have a tendancy toward oily skin on my face). Also, it seems to have completely cured my dry scalp that I usually get from the dry heat of the indoors during the cold months.
Part of the health benefits of a daily massage is with the glandular system, that it stimulates the passing of toxins out of the body. It's great for keeping the skin from drying, which in turn helps with the skins elasticity. This all helped me with the surgeries, since I was on a lot of medication and I wanted to do everything I could to keep the after-effects to a minimum. It has also helped with decreasing scarring.
Of course, please feel free to research on your own the purpose and other benefits of Ayurvedic medicine for more info.
You can find sesame oil in some natural food stores, on the internet (like Deepok Chopra's site has it, as he is an Ayurvedic doctor) and at stores like Whole Foods and Metropolitan Market (these are here in Seattle).
I use it year round, but I'm sure you would find it works perfectly for what you're looking for during the winter months.
Enjoy!
P.S. Sesame oil doesn't really have much of a scent, but you can add essential oils for that. Be sure to consult a professional about amounts and scent combinations though, as some essential oils can be more irritating than others. However, I sometimes use Palmer's Cocoa Butter Moisturizing Body Oil because I love the cocoa butter smell! It's so, so yummy!