I do a few things:
1. Nude-colored knee-highs with ankle boots for fall weather. This keeps me warm but still makes it look like I'm exposing skin.
2. Tall, close-fitting boots under wide pants for winter. I know you said you think that's a lot going on, but if the boot is simple in design and slim fitting to the calf, it looks great, IMO. Not too much going on at all. (I'm talking neutral-colored boots here.)
3. Ankle boots with knee-high socks that are the same color as my booties (again, for winter). This makes the socks look like an extension of the ankle boots.
4. On only slightly crisp days, I will even wear fishnet anklets with open-toed booties/sandals. The fishnets keep my feet warm enough. Again, this is for just slightly crisp weather.