I'm in the "no clipless" camp here... platform pedals and normal winter/hiking boots in winter. The exact kind of footwear depends on weather - that's one advantage of using platform pedals. The colder it gets, the more wool I have inside the shoes, both in socks and in felt/wool insoles. I've got a couple of Goretex winter hiking boots that are good for maybe -25C (without windchill) with proper socks and insoles. Colder than that, I can always put on the
Finnish army boots that weigh a ton. Each.
About tight socks... in my experience too, loose clothing is better in cold.
--J