I've used Kiehl's lip balm #1 since I lived in Arizona, ten years ago, where "it's a dry heat!" I love the texture of this balm, it reminds me of Vaseline I used when I was a teenager, but not greasy. I use it at night generously, and I go over my lip line, hoping to prevent wrinkles around my mouth. In the morning I'll wear it under my lipstick as a moisturizer, or if I want a natural look, I'll use just the balm; it adds a bit of shine to my lips.
I found Zambeezi, a fair trade, organic beeswax lip balm from Zambiaa in a shop in Denver, Colorado and immediately fell in love with it. It glides on easy, isn't thick or waxy, has a little shine to it, and stays on long. I ordered more online and keep them in different places in my apartment for easy access.
I've been an Aveda fan for years; I love their scents and that their products are made of natural ingredients. A basic balm for me, Aveda lip saver smells of anise, cinnamon and clove. A little greasier and more addictive, I notice I re-apply this one more frequently. To boot, when I put this lip balm on, I feel like I'm spreading butter on my lips :)