Wool socks on my winter commute, and usually left on all day. I ride with hiking boots, which are warm and water proof. I keep a mid-weight jacket, gloves, and hat in the bike locker, for the walk across the parking lot to the office. Hot shower generally warms me up. Wool sweater in a desk drawer in case I'm chilled. I also have a change of clothes in there in case I screw up, but that's another topic.

I did convert to a stand-up desk a couple years ago. It helps a little.

As far as during the commute, in the pannier is a wool sweater for emergencies, like a flat or mechanical. My commute often has ridiculous cross-winds coming to or from the gorge, so at lights I'll stop twenty feet or so back from the intersection so I'm not getting blasted by cold air coming down the cross street.