Common, over the counter chap sticks tend to contain petroleum by-products which actually dry your lips out more, you have to keep reapplying and at the end of the day they don't really help.
If you can get hold of a natural balm containing beeswax it'll make a big difference. I make lip balms for myself and the kids using beeswax, lard and olive oil - I use lemon or violet flavour oils (to make them taste nice) and the resulting balm is great, really helps protect lips and if they do get chapped it heals them quick.
If you feel adventurous have a google for recipes, it's really easy to make your own.