Water Based Lubricant
All water-based lubes eventually dry up because the water evaporates; some last longer than others. Water-based lubes are usually the most body-friendly, though lubes with glycerine or sugar might lead to yeast infections when used vaginally. (Glycerine is also a common culprit of the "sticky after drying" feeling!).
If you're particularly sensitive, you may want to look for all-natural brands like Sliquid, Yes, and Sutil.