You must be tying a lot of flies for it to make your hands dry and rough. I usually get rough hands from other types of work and then it messes with my fly tying. I use my wife's hand lotion but can't remember the brand. If I know I'm going to be tying a demo or something, I make sure I keep my hands clean and oiled.

If you get cuts that the thread slides into, try closing them very carefully with superglue. Very carefully being the key words. It's a bugger to get fingers apart!