I wear my normal road shoes with neoprene shoe covers.
Duct tape is used to cover the webbing in my shoes.
The insoles are out of my shoes so that I can wear a thick pair of wool socks or a thin pair of nylon socks with a thin pair of wool over top.
When using clipless pedals my options are fairly limited. Either do what I am doing now or spend more money on a pair of winter riding shoes that don't look any warmer than what I have.