I like the Korkers Apex ice cleat. These are a stretch fit cleat that slips over the outside of your boot and will withstand -40 degrees and won't fall off your boot. They offer these in both men and women sizes and models for walking, running hiking and ice.
What I like about the Apex cleat is it is a stainless steel cleat that will not fill up with snow and become slippery.
If you don't want a cleat that is that aggressive they offer multiple styles and sizes of ice cleats and boots with interchangeable soles at Korkers.com