The Right Shoes
Shoes with good tread are necessary. Trail-running shoes are good for running in the winter. They still allow agile movement, but are slightly sturdier and have better traction than regular running shoes or cross trainers. The Montrail Wildwoods and LaSportiva Fireblade shoes are both great choices.
Traction
Yaktrax are great to slip on your shoes for those icy roads or paths. These fit on any size running shoe, and will give you great traction when running on the icy roadside or if you prefer to go off road.
Leggings
Super Power Tights
Full-length leggings that are stretchy and breathable but keep you warm when it's below freezing are great to have. A good example is Mountain Hardwear's Super Power Tights, which are lined with a Polartec micro fleece and made with an outer lightweight power stretch material.
Arm Warmers
Once you've tried them you won't want to start your run without arm warmers. Made out of warm, stretchy material, these slip on under or over your regular sleeves and cover from your elbow to your knuckles. Ibex makes a merino wool and lycra blend. EMS Power Stretch arm warmers have thumbholes, which are nice.
Hat
A breathable beanie hat or headband is essential for the winter runner. Not only will your ears get so cold that you will be tempted to turn around, but a very large percent of heat is lost through the head because all the blood vessels are close to the skins surface there. Keeping your head warm will allow your body to put its energies into warming the rest of your body, and you won't have to wear heavy layers this way. The Ibex Meru hat is made of an extra fine merino wool knit so it is not itchy or bulky.
The Right Upper Layers
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Upper layers that are moisture-wicking such as Capilene by Patagonia, or Under Armour, work great. A midweight, long-sleeve layer with a breathable but wind-resistant vest to keep your core warm is a good combination along with the arm warmers. On super cold days a lightweight soft-shell jacket may be needed as well.
