I’ve got a little bit of everything for winter riding, from platform pedals, to cages with toeclips, and single-sided SPD pedals. I wear with them whichever footwear is appropriate to the type of riding, so I may wear insulated leather street shoes with toeclips, I may throw some rear zipper entry neoprene booties on top of those if it’s really messy, or I may wear insulated walking boots on the flat pedals if I’m going to be outside at my destination. For winter road rides, I usually wear Northwave Celsius Artic winter MTB cycling boots with the SPD pedals.
If it’s really cold, I’ll wear electric socks with any shoe/pedal combo, giving me a solid two hours of cycling comfort.
There is no one-size-fits-all answer, so I like to have all the answers. I’ve been pining for 3-bolt winter cycling boots, just for the style element and so I can wear them later in spring and earlier in fall without disfavor from roadies.