Aw man, slippers are the best part of winter! Maybe you just haven't had nice ones. In addition to the usual furry/fuzzy slippers most people think of, I like to mix it up with "house shoes" (i.e.: shoes but ones that never go outside) like EVA Birkenstocks[0]. They're extremely light and the half-inch insulation they provide from the cooler ground makes a big difference for me.
I used to have a small heater running under my desk but I bought these [1] recently and the heater hasn't been on since. My feet are toasty but don't get hot and sweaty.
My main issue in the winter is my feet. (And I hate slippers.) Maybe I'll get one of these and put it under my desk.