I hate to be yet another paleotard... but the bumps sound like keratosis pilaris, and paleo has cleared mine up quite well.

I can't say if it's eliminating gluten, eliminating grains entirely, greatly reducing dairy, or the increase in omega-3s, but something definitely works.

I do think that the bumps point to a need for dietary change, not just exercise and calorie restriction. That's maybe great if your sole goals are weight loss and increased conditioning, but it sounds like you've got a bunch of symptoms of inflammatory issues that need to be addressed, and diet is a good starting point for that.