Wear the right socks.
Warm up inside before you head out.Your feet will obviously be the coldest at the beginning of your run. To avoid that uncomfortable feeling for your first mile or so, try marching or slowly jogging in place for a few minutes inside before you head out. If you're at a race, you can do that same thing at the race start. Keep flexing your feet or jog in place, on your toes, to keep the blood flowing to your feet.
Use two pairs of socks.If it's really cold, you may need to wear two pairs of socks –- one thinner (synthetic material) pair closest to your feet and a thicker (wool) pair over them. The one caveat for this strategy is that you have to be careful that your running shoes still fit properly with the extra layer. You may want to purchase another pair of running shoes that are a 1/2 size bigger than regular running shoes, so you have some extra room. To help prevent your feet from sweating too much, spray anti-perspirant on them before you put your socks on.
Put hand warmers in your running shoes.Some runners on the team that I coach swear by Grabber Hand Warmers for really cold days. They're easy to use: Just take them out of the package and put them inside your sock, on top of your toes. Once your feet warm up, you can take them out so you don't overheat.
Try to avoid puddles, slush, and snow.
This may sound like common sense, but steer clear of wet ground. It may seem like fun to run in the snow for a little while, but your feet will get wet and cold quickly.
Choose the right shoes.For cold weather running, look for a running shoe with as little mesh as possible, since that's where the cold wind or water will get through to chill your feet. If you can't avoid running in the snow or slush, you may want to think about buying trail running shoes, which are somewhat water-proof and will give you a little more traction in the snow.
Wear a hat.This may sound strange as a cold feet prevention tip, but you can lose as much as 10% of your heat from your head. So, in order to help keep the rest of your body warm, you need to make sure your head is covered. Wear a wool or synthetic-blend hat that will wick away sweat.
More: Men's Winter Running Hats
Women's Winter Running Hats
Running Gear for Winter Running