I have this problem too soozmac. I've tried all sorts of hand creams, both expensive and inexpensive, but the best I've come across in a long time is Cuticura DRY SKIN intensive hand and nail cream.
I don't like a greasy film left on my hands either. This one leaves a film (especially if you lash it on) but it's it's not unduly greasy and is soon absorbed into the skin. I got mine for 99p from Wilkinson's and it's better than all the pricey ones I've tried. At that price it's got to be worth giving it a go.