Running in the cold is Best
Went for a run yesterday, home from work. It was nice. Very cold indeed, with a faded denim blue sky, wispy clouds and no wind. These are the best running conditions in my opinion, no doubt. You take a few minutes to get warmed up, or if you like, a quick jog on a treadmill if you have one handy. (If maybe you work in a gym) Once you get out, you can feel the cold air on your face if you stop, but not really at all when you're running, cos your generating a lot of heat and the two cancel out. So, even though you're going at it fairly hard, you don't overheat.
I like to make sure as much skin as possible is covered with wicking material, so any sweat gets removed and evaporates quick in the dry air. So a buff for the head, long tights on the legs, light gloves. A skin tight base layer under a waterproof jacket on the top half, I never wear a thermal layer over the base layer while running, i just overheat, even in the extreme cold.
The other thing about these days is the bright sunshine. Loving that after so long in the dark winter months.