Having lived in the Austrian Alps for the last 12 years I have a couple of things to say. First of all, socks, socks, socks - without warm socks it doesn't matter what else you're wearing, you WILL freeze. Secondly, make sure you have a good, warm scarf - not these little flimsy things that everyone wears for fashion's sake. I personally never wear a hat (I'm vain when it comes to messy hair), but I do have a great fleece headband that I use to pull down over my ears. Finally, believe me on one thing: you will gladly give up on the whole "sexy" idea when it comes to warm, comfortable footwear. There are few things less sexy than a woman trying to keep her balance in high heels while trudging through snow and ice. Men usually find it much more attractive when women are smart enough to wear practical shoes in this situation. That's something I've finally had to accept after all these years - you should just see the shoes I have on right now!