Why not give an allergist or at least a dermatologist's office a call and find out what would be involved before you make up your mind? It could be that it's something very simple that you can eliminate.
My mom and I both get that nonspecific itching in the winter, especially mom. It doesn't seem to be related to a rash - I think it's from dry skin because it's only in winter. Make sure your home air is not too dry (if you live in a house with forced-air heat, make sure your humidifier is working well; ours was broken for at least a year before we realized it.) I swear by Eucerin Calming Cream, especially after bath. If there are specific areas that always seem to get itchy (backs of knees or inside of elbows for example), cortisone cream (OTC or prescription) should help.
Other stuff you can do - check out the insides of shirts and sweaters to make sure they don't have scratchy seams. Try to use natural fabrics next to the skin. Remove plastic type tags. Stay away from products with iron-on type transfers (my kids both react to those with a rash, not itching, but I guess you never know.) Notice if any specific dyes seem to cause issues - I have sometimes had an outbreak of itching after buying new blue jeans so now I wash them at least twice before wearing.
I hope you find an answer!