Blood circulation is important to keep the feet warm. We tend to tighten the laces to prevent blisters, but that needs to be done more gently in the winter. Adding a pair or two of thick wool socks makes the problem worse because now the shoe is even more constricting. Gore-Tex socks can often work better than Gore-Tex footwear because there are less holes and stitching for the manufacturer to seal, and it's easier to find and patch a leak in a sock than a shoe. Using two pair of thick socks, it's often necessary to use a larger outer sock, and a larger Gore-Tex sock to fit over both of them. Then, wear all of this to the shoe store to pick out some footwear which fits snugly enough without constriction--generally about 1.5-2 sizes larger than with normal warmer weather socks. Wear the Gore-Tex socks with non-waterproof footwear.

If temps are below 15-20F, consider adding a vapor barrier sock to the above system. This is a waterproof sock which is worn over a thin liner sock which holds perspiration next to your foot, but keeps the other sock layers dry. I've used oven bags as vapor barrier socks. They work ok, but I'll probably try MYOG silnylon this winter.

Also, consider footwear with less sole support for winter. You're probably walking mostly in soft snow, and the foot flexing more keeps it warmer.