The most obvious is to get a humidifier, but that might not necessarily be the cheapest. I think others here have rubbed dryer sheets on their kitties and I know they have other methods, but I can't think of them right now.

We don't have it too bad. Just now and then when it's really dry Tubby will get a shock on his nose when he comes over and sniffs at me. I don't like it because it seems to startle him, but he really doesn't seem to mind because he gets shock, pauses for a fraction of a millisecond, then continues sniffing.