1. Use clothing which blocks the wind if there is any wind. Regular fleece is a terrible wind blocker.
2. Stay dry. Use a waterproof breathable shell if it's raining or wet snow is falling (generally, anytime the temp is above 15-20F). Keep cool enough that you're not sweating.
3. Avoid cotton. It retains moisture, takes forever to dry, and makes you cold once it gets wet. You'll be warmer naked and dry than wearing wet cotton. The only exception is that in cold-dry conditions (temps less than 20F), cotton makes a great breathable shell layer to block the wind and dry snow.
4. Hands and feet sometimes get cold because the body's core temp is dropping. The body then reduces circulation to extremities in order to keep the more essential core warm.
5. Tight clothing or footwear restricts blood flow, which makes that part of the body cold.
6. Muscles are our internal heat source. If you're cold, get moving. When sleeping out in the winter, I do sit-ups in my sleeping bag to warm it up when I first get into it.
7. Try vapor barriers: a waterproof (non-breathable) layer next to the skin, sometimes worn over a thin layer of clothing for comfort. These prevent insulating layers of clothing from getting wet due to moisture given off by the skin, and they nearly eliminate heat lost through evaporation of the moisture. On winter backpacking trips, I use vapor barriers for my feet, and sometimes I sleep in one (up to my neck).