Soap up your hands, then have someone add a spoonful of sugar to it. Sugar doesn't dissolve immediately, so it is like using sandpaper on your hands. Got this tip from a very old mechanic.

If that doesn't get it, add a little Comet or Borax to the mix.

This will chew your hands to pieces, so be careful how often you use it. I only use this method when I absolutely have to have clean hands - for a wedding or some other sorrowful occassion.