SealSkinz waterproof merino socks inside and rain covers on the outside or neoprene over my road shoes but most important is to keep the rest of the body very warm. if your core is not warm, your hands and feet will get cold. When I say warm, that does not mean "not cold" but warm. If really cold, I will bring hot tea and honey in a thermos. And, a down jacket just in case. If my feet get cold, it usually means the rest of me isn't warm enough