Actually, I've had that problem too, and I've found that physical exfoliation (like with St. Ives & other scrubs) only helps minimally. Chemical exfoliation - using Alpha Hydroxy Acids (AHAs=glycolic/lactic acid) and/or Beta Hydroxy Acids (BHAs=salicylic acid) has completely gotten rid of it! As to which type to use, it depends on the nature of the bumps.
If they're red bumps on the back of your upper arms and/or thighs, this is a condition called Kerastosis Pilaris: pores that are not naturally exfoliating very well and are plugged up with dead skin cells. Totally different from acne/blackheads. For this, BHAs work best, because it actually penetrates into the pores. BHAs can be found in concentration from 0.5% to 2% maximum. However, the pH of the product needs to be between 3 and 4 for the BHA to actually work. Higher than that, it won't do anything. The only drugstore option I am aware of that meets this criteria is
Neutrogena's Oil-Free Acne Stress Control 3-in-1 Hydrating Acne Treatment. (2% concentration.)This is what I personally use for my KP bumpies, and they are no more! Even my fiance was impressed at how smooth my arms are, and has begun using it to help his.
However, if it's just the surface of your skin in general that is rough/uneven/bumpy, then you want to use the AHAs as they exfoliate the top layers of the skin. This can be found in extreme concentrations, but generally no higher than 10% is wise, as any more than that is MUCH TOO HARSH for your skin. (No matter what the cosmetic companies say.) As with the BHAs, this too needs to be a pH of 3 to 4. Once again, a good drugstore option that meets these criteria is
Neutrogena's Healthy Skin Face Lotion, Night. (8% concentration.)
You can also purchase some good, pH-accurate AHAs/BHAs at
Paula Begoun - The Cosmetics Cop - Paula's Choice. If you rollover the Skin Care tab, you can click on the "BHA & AHA Exfoliants" link to see her products in this category.
Whatever you choose to use, just apply it over the area at least once a day before any other products. You can follow up with whatever lotions or other products you normally use after it has absorbed (takes less than a minute). Definitely use a moisturizer with it, though, to keep the emerging skin nice and healthy. And finally, remember that if you start using either of these, they are getting rid of old skin and exposing new skin, so you'll need to be even more disciplined about using a good sunscreen!!