I understand that clipless pedals are many pounds lighter, offer a 100% boost in power transfer, and result in 10 to 20 mph more speed than toe cages, but I still ride with toe cages. That allows me to switch to an old pair of Reeboks when temperatures are in the twenties. The old Reeboks have a lot thicker soles than do the cycling shoes, and they will accommodate a couple of pairs of socks without crowding; therefore, my feet are warmer than they would be otherwise. If I'm feeling particularly susceptible to the cold, I'll add some toe warmers over the end of the tennis shoes and add some chemical toe warmers inside. This has worked for me. YMMV.