I recommend two that I've been using. One is by Aveda and uses olive oil to keep your lips moist. The other is Yes to Carrots which is mostly made from coconut oil. I believe both are paraben free so you don't have to keep applying it to your lips in order to stay moist.
Burt's Bees is good. I also have the new day and nite lip balm from Blistex that seems to help. At night I like Vaseline to seal in the moisture. I have allergies as well so I know where you're coming from. Good luck!