This may seem obvious but it helps a lot: If you're wearing a lot of layers of socks, bags, etc., keep your shoes tied loosely so you don't slow circulation.
Personally I switch to platform pedals and insulated boots when it gets cold enough to warrant that. It's worked well for me but I haven't done much riding below 12F/ -11C, though I'm sure you can find boots that are suitable for whatever temperature you find yourself riding in.
Joe.