I can only fit one pair of thin socks comfortably in my cycling shoes. For cold weather cycling I use Pearl Izumi AmFIB shoe covers, which helps a great deal. If it's really really cold out, I also use Heat Treat toe warmers that I get from REI. Nope, they don't fit in my shoes either, but I stick them to the top of my cycling shoe with the shoe covers over the warmers. And that helps alot with the toe warmth issue!