These are the toe warmers I have:

Grabber Toe Warmers

Technically you are supposed to put one on the top of your sock (above toes) and one below...but I actually just put one on the sole of my shoe sticky side down and it works great. I find that wearing both can make the shoe too tight for me...but one is just right and the warmth is VERY helpful.

I got mine at ACE but the link is for amazon.com.