Cold air is very drying, and sunlight reflects off snow, intensifying UV rays. Cover any exposed skin with a broad-spectrum moisturizing sunscreen and use lip balm, both with an SPF of at least 30. Wear body lotion to keep your skin hydrated. Pick running gear that makes it easier for drivers to spot you. There is less light during the winter, especially in the morning or evening, and when the sky is overcast. Wear reflective gear or add reflective tape, and choose outfits in bright colors. These layers will help you stay dry and warm by wicking moisture away from your skin, providing insulation, and protecting you from the wind and snow or rain. The inner layer should wick sweat away and fit close to your skin. Opt for synthetics or silk. This layer should keep you dry and not feel scratchy against your skin. Avoid cotton because it will hold moisture, which will quickly turn chilly. A good example is a long sleeved tech shirt. The middle layer is to keep you warm. Pick a fabric that will keep heat against your body without holding moisture, such as a fleece jacket or vest. Experiment to determine how thick this layer should be, depending on the temperatures in your area. The outer layer should provide protection from wind and moisture. It should also be easy to unzip or remove if you get too warm. A lightweight windbreaker is a good choice, and if you need to take it off, you can tie it around your waist. For your legs, thermal running tights can provide all three layers of protection. Find a pair made of synthetic fibers that wick moisture but still retain heat and have an outer coating to repel water. You will warm up as you exercise, so if your outfit is comfortable when you step outside, you will soon be too hot. Dress for weather that is warmer by 20 degrees Fahrenheit (11 degrees Celsius) than it is outside. Your shoes should provide extra traction for running in icy or wet conditions.Trail running shoes will have a deeper tread to give you more stability. If you're running in a lot of snow and need more traction, add spikes that you can strap onto your shoes. Wear shoes with waterproof uppers to keep your feet dry in puddles or melting snow. They should also have breathable liners to wick away moisture. Wear socks that are thick and warm. Like all the layers against your skin, these need to be made of fibers that won't hold moisture, such as a wool blend. Make sure they cover your ankles to keep them warm. You lose a lot of heat from these areas, and fingers get cold and stiff quickly. Wear a headband to keep your ears warm. If that's not enough warmth, add a fleece or knit hat. Gloves should be windproof and insulated. Add mittens on top of gloves if your hands are still cold. You can remove these layers if you get hot as you run.

Summary:
Protect your skin. Wear reflective clothes. Wear three layers. Keep your legs warm. Dress for warmer temperatures. Choose waterproof shoes with good traction. Protect your feet with thick, wicking socks. Cover your hands and head.