Many options in materials for tights are available, from water resistant to extra warm fuzzy polypro which can be worn as the conditions change. Fabrics that are waterproof, but can still breathe are best for external layers. Gortex works quite well if you don't sweat a great deal. Polypropylene is excellent next to the skin as it wicks away the water and allows a warm air layer to remain. A major part of heat loss is through the head, so wear a hat or ski headband to help keep warm.
Gloves are important as well and range from cotton to polypro to gortex.
You can remove gloves, hat or layers of clothing as you become warmer. Check your local running store for the latest in winter running fabrics. After daylight savings time is over, many of us run mostly in the dark. The dark presents a number of safety problems. It is also often raining when it's dark, making runner visibility to cars very difficult.