What can I do to get my dog to stop itching?

I've changed his dog food (no soy, corn, or wheat), I've tried putting fish oil and olive oil in his food, when he get's baths I use an anti-itch shampoo and conditioner (but am careful not to give him baths too often), I brush him every other day, we have even moved houses. He doesn't have fleas or ticks as he is on Advantix (I even tried switching this from Frontline Plus). He has only developed a hot spot once, but otherwise there are no visible sores. His skin just seems dry. He used to live in northern CA but now we live in Reno, NV. So I don't know if it's just because of the climate, but he's been here over a year. In CA he never itched like this. Just a note, he's a 3 yr old Pembroke Welsh Corgi.