In reply to Lankyman:
Some birds, particularly water birds, have a clever heat exchanger system in their legs called the retia mirabilia. It consists of a network of very fine blood vessels intertwined with each other. Warm blood from the body at about 40C gives up much of its heat to cold blood returning from the feet. By the time blood reaches their feet it may be as cold as 5-6C.
Water birds still get cold feet but because the temperature gradient between their feet and the environment is much smaller they lose far less heat through their feet than might be expected. The system can also work the other way round in hot weather. Sphincter muscles effectively close off the retia mirabilia allowing warm blood into the feet. Large amounts of excess heat can then be lost through the feet.