The switch between autumn and winter can be tricky, depending on what sort of weather the autumn has been exhibiting. Here where I'm located, the autumn was surprisingly wet and warm (not warm, warm, but warmer than usual). This means that my skin has not been blustery dry and irritated, as sometimes it's been known to react.
I'm currently using the Clinique Dramatically Different Moisturizing Gel -- which works wonders compared to the old moisturizer lotion. A little surface exfoliation is always beneficial, but especially in these colder months. Chemical (peels, acids) or mechanical (scrubs, brushes) exfoliation options abound and a mixture for non-sensitive skins can help with circulation and healthier skin.
Don't forget the UV protection, either in the form of UV-coverage moisturizer, an UV-only product, or UV-coverage makeup. I use a Clinique foundation/moisturizer that also has 25 SPF plus mineral pressed powder that also provides some coverage and buffering from the elements.
Don't skimp on moisturizer, especially around the eye area. The cold wind outside and dry ventilation indoors can cause havoc. My significant-other unit trusts the old UV-sanitized humidifier we have in our bedroom to help keep his skin moist--especially the sensitive lips. See? Guys care about dry skin too!
Hope these suggestions help carry you through this in-between season we find ourselves in.