Neoprene block the wind for me. Down to about freezing my feet stay warm enough for and hour or more.
The key, for me, for keeping my feet warm means keeping the circulation going. I wear wool socks or, cotton socks, but keep the shoe toebox area large enough to avoid pinching/compressing the toes and the blood keeps circulating.
I wonder if those lined Sidi winter cycling shoes might also be the ticket to warmer feet.
Check these out from Performance Bike. My feet stay toasty down to 20 degree Fahrenheit. Might not have the bling factor of Pearl Izumi or Louis Garneau, but they do the trick, quality is top notch and are usually cheaper (especially with coupons/sales).