SK-II Facial Cleansing Oil. Oil cleansers are great in the winter because they don't strip the natural oils from your skin; they just break down dirt and makeup.

This is what my older sister uses and I use it in the winter too. Check it out:

http://www.kiehls.com/Ultra-Facial-Cleanser/714,default,pd.html?start=1&cgid=whats-new&prefn1=collection&prefv1=ultraFacial&cm_mmc=Linkshare-_-Affiliate-_-Generic-_-Any

I also saw this product at Bloomingdale's last week and the makeup people were raving about it.
http://www1.bloomingdales.com/shop/product/sk-ii-facial-treatment-cleaning-oil?ID=90321&PartnerID=LINKSHARE&cm_mmc=LINKSHARE-_-n-_-n-_-n&LinkshareID=J84DHJLQkR4-Bl8ePn0NM_pL8CW4f4xWtw

And 111991 is right about avoiding cleansers that dry your skin too much.

My favorite in winter is Aveeno Positively Radiant Brightening Cleanser. You can get it at any drugstore and it gently exfoliates (gentle enough for everyday use) your dead skin away and moisturizes to keep it away. It also soothes irritated skin, calming redness and blotchiness and improving texture and the general radiance of your skin. I love it! And its drugstore, so its easy to find and inexpensive. Good luck! I also like to use st. ives apricot scrub on a weekly basis for extra exfoliating (:

CLEAN AND CLEAR! My nana is a nurse in face and crap. In my opinion clean and clear works the best, dont get any scrubs becuase its HORRIBLE for your skin.