This may sound silly, or something your Mom might have told you--but-- how about a pair of the "totes" fold up rubbers/overshoes? A really bad rain storm might shut down the subway as it did a couple of weeks ago in NYC. Then you walk in the water. Walking any distance in cold, wet shoes is unpleasant and, given time, will cause even more problems.

When I was using the subway, I always carried a pair in my briefcase. They were light, folded up small, and came in handy on several occasions...