Special winter shoes will help a lot. I actually use a pair of Specialized Rockhoppers that I don't think are really intended for winter. But the uppers are solid suede leather, and with wool socks I have ridden down to -7F comfortably. Note: they are for MTB clipless pedals.
They look a lot like these but they are all black
http://www.ebay.com/itm/Mens-Special...item2c5d0d9c7c