In reply to tony:
I am going through my usual Autumn progression of nothing to toe covers to light windproof overshoes to heavier waterproof shoe covers.
I am giving serious thought to buying a proper pair of winter shoes this year, as it's less fiddle.
I've never needed neoprene overshoes, although I might have been glad of them in snow a couple of times.
I'm assuming you're using road SPDs with plastic cleats? If you're using MTB ones with metal cleats, they can really suck the warmth out of your feet - better innersoles can help.
I have tried SealSkinz socks in the past, but found them too bulky in my shoes, but they were an early pair and there are better fitting options now.