Winter can be one of the toughest times to run outdoors, but it's much easier when you wear the right clothing. When running or power-walking outdoors, most people (usually beginners) tend to overdress. Clothing that seems appropriate when standing or walking slow, usually isn't when you start exercising. After training in New England for over 25 years, I would suggest the following.

1. If possible, everything should be non-cotton (like polyester or synthetics). When cotton gets wet (from sweat or rain), it stays wet for a long time and makes you colder.
2. Wear a thin wind-breaker (jacket) over a long sleeve non-cotton shirt; if it's below freezing you may want to add a thin, non-cotton layer.
3. Wear a thin, breathable hat designed for running. Most heat loss occurs through your head.
4. Wear gloves and socks specifically made for running.
5. Use wind pants, not sweat pants; I've always used unlined wind pants, but some people add additional layers.