These light windproof socks from Specialized don't offer the protection of an overshoe, but they do help keep warm air in and cold air out.
The Windtex material is highly breathable, and if you don't wear them directly next to the skin you can get away without washing them as often as the pair of SealSkinz tested below. On the downside, although they're water resistant, rain eventually seeped through the taped seams on our wet rides. All those seams are flat-locked, you get reflective logos, and an elasticated cuff holds them comfortably in place.
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