No way would I wear skirts if I were cold in them all the time. For everyday wear, I normally wear capri leggings paired with smooth-knit knee socks, as well as a slip so that the leggings don't catch on the skirt. Then I wear a casual leather kind of shoe, or low clogs, or flats. The next step up for me is to wear silk long underwear and possibly a low sock, then the leggings and regular socks over that. If it's truly frigid or I'm going to Leavenworth (boy it is brutally cold there in the winter), I pull 100% wool tights over both of the other layers, and I also wear knee-height snow boots. Usually the skirt causes a sort of cone of warmth that insulates pretty well.