Coarse hair tends to look dry, even if it's not. You might just need to condition more (but not with a leave-in conditioner, which can increase the appearance of dryness) as well as use a silicone serum to seal in moisture and add shine. Sometimes we think of hair that is damaged from processing as being dry; if this sounds like you, see the section on damaged, overprocessed hair.
Truly dry hair is caused by heat and the elements, so the first step is prevention: Try to avoid using overly hot dryers and heat-styling implements, and wear a hat or scarf if you're going to be exposed to sun or wind for a long time (at the beach or skiing, for instance). Don't wash your hair every day, but do shampoo often enough to remove dirt and buildup, about two or three times a week.
When you do wash your hair, use shampoos and conditioners that contain humectants. Leave the conditioner on your hair as long as possible. About once a week, do a deep-conditioning treatment.