I live in a dry area as well, and have had to cope with it for several species of reptiles. Ball pythons are relatively easy!

Add coconut to the bedding, and then get a jug of water - or at least a big glass - and dump the whole thing into the tank. My 36" long tubs usually take about 1/2 gallon of water when I add fresh water (about once every week or two). If you have a screen top, your tank is likely to lose humidity much faster than my tubs do, so you may find that the substrate dries out in a matter of days. If that's the case, just add more water.

It is a common thing I've seen among local keepers that they will spray the cage diligently, but not add extra water to the substrate. Since the substrate is starting out dry, it'll just absorb the water and then there's no excess to evaporate into the cage, so the humidity doesn't stay up. Your substrate should feel damp to the touch, not soggy and dripping with water, but definitely have the feel of moisture to it. I let the cage dry out almost completely before adding water again to make sure it's not too damp in there all the time, and I have perfect sheds and snakes with beautiful scales all over the place now. Took me a solid couple months to figure out a system that worked; with 20 snakes, some of them sensitive to being handled, I didn't want to have to soak them all every time they needed to shed.

You can also dunk the moss in a bucket of water so that it is completely soaked, then put it underneath a hide to create a humid hide. Putting a towel over the top of the tank after adding water to the cage also helps keep humidity on. Lastly, fill up a cup with boiling hot water, and then just set it in the cage while the towel is over the top - the steam will help fog up the cage and increase humidity. For obvious reasons, watch the boiling hot water so that the snake doesn't touch the cup or otherwise burn itself while the steam is fogging up your cage.

I find that just plain adding moisture to the substrate helps immensely, though.

-Jen