I totally agree, a humidifier is a game changer in dry climates.
I imagine a number of people here will go ahead and buy the first thing labeled "humidifier" after reading this comment, so I'll be that guy and mention that ultrasonic humidifiers (not steam, as you mentioned) are potentially dangerous because they aerosolize not just the water, but everything in the water - minerals, bacteria etc. The idea is that these tiny particles of minerals are absorbed into the alveolar sacs and ducts of the lungs, where macrophages ingest these particles and trigger an inflammatory response. Enough of this inflammatory response causes silicosis and/or cancer, but exactly how much dust is needed is under debate. As far as the bacteria go, it's obvious why that's undesirable.
In any case, it may be best to avoid ultrasonic humidifiers unless you can run them with distilled water. The EPA claims that impeller humidifiers also disperse large amounts of minerals and bacteria into the air, although I imagine the particle size is larger.
The other two types of humidifiers are evaporative (usually use a filter) and steam humidifiers, which also have problems - for the former, you have to buy filters regularly as well as clean them carefully as they are also breeding grounds for bacteria. Unfortunately anything warm-ish and wet is a bacterial haven, so the EPA recommends that you dry and wipe down your humidifier every day, as well as a full scrub down once every 3 days, regardless of the humidifier type.