If you begin with the wind at your back, you can build up perspiration that could then chill you once you turn around into a headwind. Drossin coats exposed portions with Vaseline or sunblock. Olive oil is also popular. Exercise physiologist and coach Dave Martin recommends all surfaces be covered once wind chills approach zero. Snow and ice not only can lead to falls but also put extra strain on Achilles tendons and other lower leg structures.
Fluids are as important as they are in summer.
Winter running has its own rewards. Your breath is frozen on there. There are icicles hanging down your face. It was peaceful and still. It was very freeing.