Feet - For waterproof and breathable everyone recognizes the name Gore (as in Gore-tex). They make a sock that retails for about $48 the Bike Gallery has them in stock. They are great for some weather conditions and I've used them rafting and doing field work too. But, eventually water will wick down your pants and legs and you'll get wet. So, if what you are really concerned about keeping your feet warm there are other great options. The most important thing is to insulate your feet and cut the wind. Start with a dense, long wool sock - I've found that knee-highs are REALLY warmer than shorter socks. It's most critical to make sure there is NO cotton in your winter clothing - especially socks. When you put on your shoe, make sure they are not tight - any reduction in circulation will also make it hard to be warm. So, those of you that usually tighten your shoes for a ride may want to run them a little looser in the winter. Finally, a good bootie (shoe cover). I look for booties that are insulated (either neoprene or synthetic fleece) and have a good wind proof, water repellant cover.
Hands- I have several different gloves - a liner glove is essential cold-weather gear. SmartWool makes a good one, or the polyester-based ones are great too. These can be worn alone under a padded short-finger cycling glove or under a warmer glove. For outer glove I like the windtex gloves - they are insulated and very wind proof. Both Gore and Nike make thess. Again, I got mine at the Bike Gallery. Like feet, hands usually get wet eventually (believe it or not often from sweat) so I focus on insulation and wind repellancy rather than water proofing. If you can't afford fancy new cycling gloves, I'd still recommend a liner glove but the outer glove can be a heavy (ragwool or ski) glove found at a discount or second-hand store.
Finally, cover your head; it may sound silly but it's true. If you are having trouble keeping hands, feet, or torso warm be sure that you have a hat or helmet cover or both. On really cold wet days I use both. Keeping the heat in on your head really helps maintain higher core and extremity temperatures.