My best cold weather tip is when you need to be outdoors. To keep your feet warm, use 2 pair of socks with a layer of either a large baggie or cellophane between the 2 layers of socks (not tight, just cover the whole foot and as far up your calf as your socks go). I was able to shovel snow for a couple of hours at a time in northern Ohio in only sneakers with that sock trick.
If you have boots and room in the boots a layer of two of newspaper, a layer of aluminum foil another of newspaper and if you can rap the paper around your foot before you put it in the boot. Thats if its really cold. (Below maybe -15 or so.)
Did your feet sweat and get wet with the plastic wrapped around your foot?