I bought the PI X-Alp mid winter shoe last year, at the end of the season. They are awesome; basically a Gore-Tex hiking shoe with cleats/stiffness of a bike shoe. They come with a special neoprene gaiter, too. You can wear thick socks and don't need anything else. They are expensive, but I got them havily discounted last January, at Backcountry.
I have to switch the pedals on my road bike for these. I used them on my hybrid last winter, but I am getting sick of the toe warmers, booties, socks, etc to use with my Speedplays.