I have never been a fan of Neoprene socks, gloves, etc. and not at all for biking gear. Neoprene is best for wetsuits, and wet suites really only insulating when you are wet. Neoprene is generally very tight and not easy to get on and off.

Windstopper - if using a TM or something like that, is a GORE brand like GORETEX designed to shield from wind while still being breathable. It is also water resistant, but not water proof like GORETEX. I personally have been very happy with Gore Windstopper products for their wind blocking capability, but windstopper itself is not at all insulating.

You could look at some other windstopper socks, though most are not very insulated. You could also layer windtopper with smartwool for warmth, though it may not work very well.

Finally you could wear warms sock with windstopper shoe covers, like these http://www.goreapparel.com/gore-bike...vid=xsellpdprp