Winter walking shoes

http://www.ricksteves.com/graffiti/graffiti92.html

Remember when you are focusing on JANUARY (all caps so it must be important) and asking about all of Europe that the question is similar to asking about January in the USA. Europe is a big place, with weather and walking places as diverse as in the USA. How would you answer that question. Different for Los Angeles than Vail, than Indiana, than Nebraska, than Vermont in January?

I love my keen winter walking boots. Not snow boots, but a light option that are over the ankles but not quite mid calf. they are water resistant, warm, and not heavy which helps when you walk all day long. It is simular to the Winthrop boot, but not as tall (I got mine 3 years ago, I think the model has changed).
Go to keen and look at their boots and city streets option.

I would say what you use in Cincinnati would be fine.

Thank you for your quick responses. The travel area will be Copenhagen, Paris, Slovenia.
Thanks again

I would concur that the boots/shoes you use for winters in Cincinnati would most likely be sufficient in the destinations you mentioned. I love my LLBean ones.

In full disclosure, I have not been to Copenhagen or Slovenia but I have been to Paris and Cincinnati in the winter so here's my humble wish-list on the shoe thing: stylish boots that can handle miles, wear, give warmth, and won't kill my feet and can also be worn in any restaurant in town. I bought a pair of Cole Haan boots with the Nike Air insoles and a heel (they also have them without). I paid more than normal for them but I get them resoled every 1000 miles and they are like new. They look great with jeans and skirts too and can handle the worst icy coblestones. Buy the ones with the rubberized soles (whatever brand) so you get a grip on any black ice. Have fun! I hope to make it to your other two destinations one day!

I do not care for boots unless there is so much snow that I need them, so I take my Haflinger wool shoes. They keep my feet warm, even without socks, and I can walk in them for miles.

Frankly, the weather in OH is a lot worse than most of Europe in January. If you're heading to Scandanavia, wear whatever snow shoe you do in OH. If you're heading further south, Italy or Portugal, a lighter loafer or sandal is fine.

Have not been to Slovenia, nor to Copenhagen except to change planes. But... in any snowy climate I take 2 pair of shoes. One is a pair of walking shoes like Merrells or Eccos that are pretty much waterproof,well broken in and have enough space for WoolSmart socks. The other pair is a 15 year old pair of Wolky short boots, in black leather. These are not hiking or fashion boots, but simple black leather with laces and nice soles. They possess good arch support, protect my feet passing over hardened snow or slush, and last forever. Similar to these: http://www.eccousa.com/shoes/womens/boots/pearl-gtx-bootie/2659/detail.aspx I've worn mine with pants and skirts. I think short boots are far more useful than long ones for travel.
Have you considered sock liners and wool socks as well?