If you can't wiggle your toes freely, they're losing circulation. Are your shoes big enough for the heavy socks? You may be warmer in thinner socks. Also, not everyone experiences this, but toe covers automatically cut off my circulation. Even if that isn't happening to you, for very cold temperatures, you really want full shoe covers.

Then there are chemical toe warmers or electric socks for when it gets colder than your body can keep up with.