What? This was the strangest thing I had ever heard. But let me tell you, it works. Saran Wrap really does prevent moisture (and in turn, cold) from getting to your feet. I read this on a blog sometime last year, and I had forgotten about it until now.
How to do it? Put your socks on, wrap feet up in saran wrap, fold over and slip on your shoes. Now go trot through some puddles or wet slush. Doesn't matter. You're feet will stay DRY.
What runners will do to get in a (comfortable) run ;)