The big lesson that I learned during my winter trip to Iceland is that dry feet make all the difference. I'm so grateful I invested in a pair of good boots so I didn't have that double whammy of cold wet feet while trekking through snow and slush.
And as shown in the infographic, covering up as much of the flesh as possible will help keep you warm on a day like today. Those face masks or balaclavas as they're called may not be pretty but they work wonders!
I also find those little warming packets for your hands and feet are helpful.