Temperatures here are Chicago-winter-worthy, and wind chills respectable even by Windy City standards. Commuting as I do via public transportation, I have plenty of opportunities to feel that wind chill as I stand on a breezy street corner waiting for the bus.
It's best to wait actively rather than passively, I've found. The toes numb more slowly when they're in motion, so I pace back and forth or bounce up and down to keep myself warm.
Cold is a miserable business. You can say what you will about its bracing qualities, about its crispness and clarity. For me, it's just something to be endured.