Erythromelagia? This is characterized by burning pain and warmth and redness of the extremities. Although your description does not completely match what is considered erythromelagia this is the characteristic description. Itchy toes always make one think of fungus infection - athletes foot. In winter wearing heavier shoes and boots may be involved, or else you are allergic to your winter boots.
Poor circulation. Decrease in circulation due to a response to cold could cause red painful distal areas. If you are smoker this could be cause. If you are taking medications bring this to attention of your doctor so that he/ she can identify that there is no underlying vascular problem.