Why does my dog constantly lick himself?

My dog is a Lhasa apso about 8 years old and he can't stop licking himself, He licks everywhere basically, not just down there, but all over his paws etc. We try to stop his licking by stopping him and telling him firmly no we don't really spank our pets or anything like that. We asked our vet and he said try like a hypo allergenic shampoo which we did and didn't stop. So basically what I'm asking is, are we stuck with him licking basically forever or what should we do to stop him because it's extremely annoying and a little just gross... But yeah your GOOD info is highly appreciated thanks everyone !!!