You might try wearing one of those neoprene over-the-head balaclava things that just leave your eyes exposed. You'll feel just a tad dorky initially but it will warm up the air just a bit before you breath it in and that might help with the coughing. You also might consider 2 pairs of socks, 1 wool, for your feet or you could look at toe covers. Toe covers just go over the toe of your shoe and aren't quite the production to put on and take off that shoe covers can be. The toe covers will block off the ventilated portion of your shoes over your toes and keep cold air from getting in so easily.