Coconut oil is terrific, in general, though I haven't used it while pregnant (I ran out, and have been too tired to walk two miles to get it, when the neighborhood is still piled with snow, and I have something else). Whole Foods carries a nice one with the scent removed, if you don't like the aroma, or don't want it all the time, for $5.99. It's very moisturizing but absorbs really well.
I'm also incredibly itchy, stretching with early weight gain due to these twins, and, of course, coping with a midwestern winter. I've been using Earth Mama Angel Baby body oil, and it's good, but I wonder if some of the ingredients are as soothing as I need, right now.
Beckily - thanks for reminding me about the benefits of a good shower mitt/scrubber! It sounds SO appealing, I clearly need to replace the old one that's disappeared! Maybe when the temperature is back above ten degrees (say, Thursday), I'll go get that and more coconut oil.... :)