I wear a warm cap, enough
I wear a warm cap, enough layers to keep my chest warm, gloves, compression shorts, calf sleeves and socks. Once I get a sweat going or warmed up enough, I pull the socks off. That seems to speed up the process for me and I can usually get my feet warm in a mile or so. Last time I went with no socks, it took more like 2-2.5 miles before I had normal ground feel.
It's also better when running in sun light or ground that's been warmed by the sun, vs shadded areas for me.
I hate the cold though, so I may be throwing on my new Adams for running outside and bucket training for the winter, (which in Texas is January - Feb! Bwaaahahaa!! I love this state!!)
-Jonny