Rubbing alcohol helped my fingers. I try to remember to dip my tips (heh) after every dishwashing episode. Avoid Palmolive.
Maybe a placebo, but if I plan to play in front of living human beings, I take a plain aspirin an hour before, and then the actual playing doesn't seem to hurt as much. Vice versa, you wait 'til the bunch of guys who've been playing for thirty-five years and are up from their various parts of the country where they apparently spend all day doing callous-producing hard labour in the woods or on fishing boats finish playing with you (on guitar!) and showing you runs and chords and tricks until two in the morning, and THEN you take two aspirins and go off whimpering to your sleepin' bag.