I'm trying the "gloves on the radiator" theory at the moment. Also try with additional socks (second pair over the first pair).
The big problem I have is when you step out of the front door, and immediately feel the cold. Ideally with a strenuous ride you should start feeling just a little bit cold, so that at the end you are nicely toasty, and not hot and sweaty. However nothing appears to be less appealing than starting your ride being cold.
Hence you counter this with warm fingers and toes. These are the bits that suffer the most when riding, as they don't get much of a work-out, and hence not much blood either. The effect of starting out with these extremities as nice and warm couteracts the coldness in the rest of the body, and as you start to generate your own heat, these bits start to cool down to normal temperatures. Furthermore, you only get that toasty-warm fingers and toes feeling if you head out on your bike anyway, so its a reward for braving the sub-zero temperatures.
Tried it this morning. Think I'll do so again tomorrow.