While I have no problem with choosing an unusual length for a kilt, I say the best strategy is to not fight the cold, but simply accept it and adapt.

Me, I don't wear hose, and I usually wear sandals. I also find my SK entirely acceptable in sub-zero (Fahrenheit) temperatures, and never wear more than a t-shirt. I also enjoy walking barefoot in the snow.

OK, so maybe I'm a freak, but I still stand by my theory.