Your feet don't warm up when you run? (I've run a couple races when it hit the teens and it takes about a mile for me to feel my toes again after lining up in the cold waiting for the race to begin, but when I'm actually running they're fine.) In winter I like to wear my UnderArmour socks which aren't specifically designed for the cold, but are really cushiony and warm (and warmer than my SmartWool socks).
Runner's World has a piece about winter running sneakers that might help:
Somewhere in the world someone is training when you are not. When you race him, he will win.
The best way to go is a shoe with a small amount of mesh -- especially in the toe -- but is still breathable. And if you're running in ice and snow, The Gear Junkie recommends these all-weather spikes for added traction in conjunction with a water-proof shoe:
And here are some Winter Running Tips from Coach Jenny Hadfield:
1. Keep your favorite shoe model that agrees with your feet.
2. Duct tape the uppers to cut down on air flow and keep yor feet warm (or use gaitors for deeper snow).
3. Use Icespike ( http://icespike.net ) -- much lighter and more comfortable that Kahtoola (no pressure under ball of foot), last far longer than YakTrax, Stabilicers or Screw Shoes...