I'm used to wearing contacts so maybe my eyes aren't as sensitive as everyone else's, I had some minor discomfort commuting in Kansas City when the mercury hit about 10ºF. Over that the cold never really bothered me. It's regularly below 10ºF in KC during the winter, so I wound up trying a several different things...I tried glasses, I didn't really like them. I tried goggles, and I couldn't stand them.
The only thing that I tried that I thought was acceptable were Kroops goggles (
http://kroopsgoggles.com/). I guess they were traditionally used by horse jockeys, but gained traction with cyclists some years ago. I saw the recommendation for Kroops years back in the winter cycling forum (if I remember correctly), and I bought a pair. They're inexpensive and performed admirably without feeling super bulky or awkward.
The winter cycling forum would be a good place to look, they've got lots of threads about cold weather eyewear.