By the way, HRT should NOT be stopped "cold turkey"!!! There should be a "weaning off" of them over a couple of weeks. It's not any more dangerous to hang on for those couple to 3 weeks or so to wean off of them. You may want to talk to your doc about going back on them, on a lower dosage and coming off of them more slowly to cut back on this sensation.
Just answered another poster with the same symptoms. Many women have this really annoying symptom. :)
Check out this thread:
http://www.medhelp.org/posts/Menopause/Formicationthe-crawlies/show/1014859