I've got a lab mix who used to have horribly itchy dry skin. Since his coat is black, this also led to visible dandruff in his coat.

I tried several different types of shampoo (and a lack of shampoo), along with a spay on solutions. None of those helped. My vet suggested Iams, but that didn't seem to change anything, so I started using grain free dog food (at first Diamond Naturals) and he quickly improved.

Of course this was nearly 6 years ago, maybe now that he's older he'll be less sensitive.