When it first starts hitting -20C (aroung 0F), my dogs will start the 'cold feet dance'. Since I want them to get used to the cold, I just focus on them staying active and having fun so they forget about their feet - a few times or going for walks in -20C, and they are okay with it, and will handle the colder temperatures to come. Neither of my dogs have shown any signs of being cold in -30 to - 40C temps, wind or no wind. Though Keeta, now heading into her 10 year, will sometimes get stiff and dance on her feet if its very cold.
Very hard to keep booties on them when they are running through deep snow, and with two dogs, I don't really want to have to put on, baby sit, and take off eight individual boots each time we go out for a potty break. One thing that I have found that will work in a pinch for Keeta in the -40 weather, is just regular children's socks held on with tape - if we lose one, no big deal, and does not take any longer to put on than dog boots.
When it gets really cold, in those temperature ranges, we only do short outings for potties and to throw the ball a few times, several times a day. If Gryff has been in the house all day, I do take him out to play fetch in the driveway or on the roads (I live in a quiet rural area), for 20 to 30 minutes - I usually split some wood first to warm me up.
You might be interested to know, that a Medium or Large Cuz ball will remain supple, bouncy, and retain its squeak, even when covered in frozen dog drool in -30 temps.
And as another cold weather tip: DO NOT attempt to pick up a wood maul and split fire wood when your gloves are covered in frozen dog drool from playing fetch with your dog in -30 weather - flying wood splitting mauls have the potential to do harm if they hit the wrong thing (found out the scary way, but no one got hurt.