Yes, Aineo is right:
Paul says in Romans 8:23 that even those who have the first fruits of the Spirit, groan within themselves.
He also says that "We are hard pressed on every side, yet not crushed; we are perplexed, but not in despair...." ( 2 Corinthians 4:8 )
There are times we feel dry because we are not doing God's will and there are times we are dry because the creation is subject to futility in hope of our redemption (Romans 8:20). We should avoid dryness for the former reason, but the latter reason cannot be avoided in this life.
Many Christians try to avoid sins of commission, but they do not attempt to avoid sins of ommission. Many times I feel dry because of sins of ommission -- such as not studying God's word or not praying. The Bible says that we should "study to show ourselves approved." So, try to study things in the bible that people (even the church) are lackadaisical about studying. Sometimes it can be discouraging with all the different views people have, but endure and continue to do these things in love and God will comfort your heart. Also, be free to do things that you enjoy doing without violating the commandments of God. More importantly, pray without ceasing. When I start to do those things, dryness can go away.