Mittens tend to be warmer than gloves. On very cold days mittens worn over gloves are very effective. Stocking caps or ski masks are desirable. On very windy days goggles or eye glasses can provide additional protection. The outer layer should be light colored and have reflective material if you are running during darker hours.
Reflective material works only if there is a light source.
Blaze orange becomes poorly visible brown at night. Light colored material is visibie even without a strong light source. During snowy days dark colors provide visible contrast and attract solar energy. Pin to your clothes or shoes emergency identification, preferably of a waterproof material. Let someone know where you are going to run and when you expect to return.