Which winter shoes / boots are people using?

They're a useful £80 cheaper than the Wolvhammer ones: http://www.dc-cycles.co.uk/21537/products/45nrth-fasterkatt-spd-boot.aspx

But still- an SPD sole.

I'm starting to get the impression that I am the only person who wishes to use road pedals in winter.

Well most would say that the ability to put your foot down, and unclip quickly is far more important than any advantage a road pedal gives. When the temps hit 0ish. Have you considered getting some BeBops? Zero centering force like speedplay, MTB cleat, and a nice large contact area.

http://www.beboppedals.com/