As usual, everybody's skin is different. On me, creams with urea work really well. This would be Eucerin intensive repair hand cream, or its generic equivalents, like CVS dry skin therapy deep repair hand cream. They are pretty good at moisturizing and keeping soft, and are not greasy.
When a crack is actually there, thicker creams seem to work better on me, like CVS advanced healing ointment. These are somewhat greasy, though, but it must be said, that film does work. So typically I use the urea ones above, and the if I ever get a little crack, use the second ones in the area until it's gone.
More in general, I think the key is to apply often. No matter what, no cream is going to last through the day. I keep one in my office and reapply a couple of times through the day, and anytime before I go out in the winter. This is probably more important than looking for the ideal formula.