I'm a firm believer of chapstick falling into the "the more you use it, the more you need it" category. I don't put stuff on my lips and I don't play the trombone either, I also live in Scotland and it gets pretty damned cold over here (and used to live in NZ and it gets pretty warm there) and I've never had any massive troubles. Maybe a day or so on some rare occasion, but I won't use it then either. I train my lips to take care of themselves.