UnderArmour Cold Gear Frosty Tights are my friend. I wear them just as leggings for skating, and under pants for shoveling snow (so if you didn't want to wear just leggings, you could wear them under track pants.)
I also wear a fleece, and gloves. That's been enough for me- our rink is very cold in the winter, but too hot in the summer.
As for numb feet, when my feet were going numb it was because my skates were too small, getting slightly larger skates really helped, even though the cold conditions didn't change. Are your feet only going numb when it's cold, or has it happened previously? I don't wear socks, but there is bound to be some lightweight sock lining made for outdoor sports enthusiasts as a base layer.