Since I have spent more time complaining about having to run in cold weather the last few weeks than actually running in it, I figured I'd use my time more constructively and share my insider information on the subject (running in cold weather, not complaining about running in cold weather).
1. Dress in layers. Also, get the right gear. This applies to whatever climate you live in, but is especially important when it's cold outside. Unfortunately for some of us, our climates have a huge range (65+ in the summer...below zero in the winter.
You can always take layers off if you get too warm!
Wool is hands down my favorite fabric for winter wear. It keeps you warm even when it gets wet. It's expensive, but 100% worth it. My favorite part is that it doesn't stink so I can wear it several times before I have to wash!
I highly recommend Smartwool long undies (and pretty much anything else by them) as a bottom base layer. They come in various weights so you can pick what works best for you.
The Icebreaker Run Rush Crew is my go to base layer on top. It's a snug fit so it's easy to layer things on top of and doesn't add too much bulk when tucked in (if you've ever had to wear 100 layers on top and bottom you know that tucking things in can get constricting when you have numerous waistbands to deal with).
For the rest of my outfit, I usually wear another wool layer on top (the weight varies depending on how cold it is outside). I have a heavier Icebreaker hoodie that is kind of my go to top. I usually wear fleece pants on the bottom over my long undies, unless it's warm-ish, then I wear wind pants. I have a pair that I love from REI, but I don't think they make them anymore (or if they do they have changed the name).
The jacket that I wear is a Swix cross-country skiing jacket. It's similar to this one. I like it because it's cut a little long so it can cover up my butt. It's also kind of roomy so you can get layers underneath.
For socks I always wear my Smartwool ski socks. They are tall so if I have to go slogging thought a bunch of snow, my ankles stay warm!
2. Get the right footwear.
I have some ice grippers that are similar to these. I think they work the best. YakTrax are no good on smooth ice, especially if you are moving quickly. These offer the best and fastest grip (although if you are running on very smooth ice, there is definitely an art to embracing the little slide that happens prior to the grip...).
IceBug shoes are also a good option (if you have the money to spare on a very specific shoe). I had a pair that I wore for several winters, but I found that they only served me well on shorter runs because the sole is very hard (you don't want the studs to poke through the inside).
Here in Anchoarge, I believe Skinny Raven will stud your shoes for you too. I haven't tried that myself, but I know people have had success with them.
2. Cover your head and your hands. You lose the most heat from your head, and your ears and fingers are especially susceptible to frostbite in cold temperatures. I almost always end up taking my gloves off once I get warmed up (although I recently got the Love Glove by Lole because they have lighter weight fingerless mitts that go along with them which still provide a bit of protection).
Sometimes in the spring I will wear my Smartwool headband instead of a hat so my ears stay warm but I don't overheat.
3. Be visible. If it's dark outside (which it often is in Alaska in the winter) and I'm going for a run, I always wear my headlamp. Not only does it allow me to see where I am going if I'm on an unlit trail, but it allows other to see me, especially cars if I'm running on or near the road.
4. Know when to stay inside. Lately it's been really cold here (in case you hadn't heard all of my complaining). Running in below zero temps can have a negative impact on your body, so it's ok to stay inside if it's freaking freezing out.
Since the temps across Anchorage often vary so widely, I've been fortunate to be able to find a warmer place to run many days (one where it is not below zero). That is not something I like doing every day, so sometimes I stay inside and make running plan...or write about running, instead of actually running.
5. Get your sidekick some gear too. Kiva is my best running buddy, but she is susceptible to getting ice balls stuck in the fur of her feet. I have a set of booties for her that I make her wear on certain occasions. She hates me for making her humiliate herself by trotting around in them (she gets a very entertaining high step when she has them on), but at least I only make her wear two at a time!