The most important thing in keeping your feet warm is to keep your head warm. Why? The brain is a highly aerobic organ, and as such, it requires a lot of blood to keep it functioning, both for the oxygen, and the warmth. If the brain senses that it's not staying warm enough, it will restrict the blood vessels going to the far extremities--i.e., the toes and the fingers. They'll start to feel cold. As the brain continues to require more and more heat (due to heat loss from inadequate headgear), the hands and feet willhave more and more of their blood flow restricted, thus feeling colder and colder.

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