Yep, the PI Calientoes stay on great and do help. I tend to run quite cold, though, so I often wear wool socks, shoes, calientoes, and full neoprene shoe covers.

Honestly, I've wondered if I should get some neoprene shoe covers that have wind-proof outers, too. Did I mention I run cold?

One thing I like about the full covers is that where I live, winter means wet and sand. The shoe covers will get thoroughly gross from all the dirt and much and water on the road, but I can just toss them in the wash, and the shoes don't get soaked and filthy.