Sox  

Wool Sox

Any good quality outdoor style lightweight sox should work.
(Outdoor Recreation Stores)

  Pros: Inexpensive
  Cons: May restrict movement of your feet.
  Notes: Always maintain adequate wiggle room is your shoes
     
Toe Covers  

Toe Covers

Toe Covers fit over the tips of your shoes. Before you purchase a pair make sure they are compatible with your clipless pedals.
(Bicycling Specific Clothing)

  Pros: Easy on, easy off, packable
  Cons: Not as warm as Shoe Covers or Wool Sox
     
Shoe Covers  

Shoe Covers

Shoe Covers fit over the whole shoe. They generally have a zipper in the back to facilitate putting them on or taking them off. Before you purchase a pair make sure they are compatible with your clipless pedals.
(Bicycling Specific Clothing)

  Pros: Warmest
  Cons: Not as packable as Toe Covers, harder to put on and take off.
  Notes: If you plan to riding at night look for models with reflective material
     
   

General Notes:

No matter what you use to keep your feet warm you need to maintain some wiggle room in your shoes. And give your toes a wiggle from time to time while riding. THIS CAN BE A REAL PROBLEM IF YOU ARE USING A EXTRA PAIR OF SOX FOR WARMTH.
     
   

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