Wear Base Layers (And Tuck Them In)
If it’s below freezing, you are going to want to wear two base layers. Make sure they are made from a moisture-wicking fabric, but not cotton, which is slow to dry. If you opt for a base layer (T-shirt or tank top), a long-sleeved top and a jacket, tuck the bottom layer into your tights/running pants for added warmth and wind protection. Also, be careful not to overdress because you'll warm up as you run.
Pick a Mid-Layer
A good mid-layer will do most of the work of keeping you warm. Mid-layers with down or synthetic insulation create loft, which traps warm air generated by your body. A fleece works the same way, but is suitable for warmer temperatures when puffier insulation would be overkill.
Wear a Warm Jacket
Insulation and breathability are important when you're wearing layers. While a windproof or waterproof outer shell is sometimes necessary in unusually frigid temps or wet conditions, the right combination of breathability and insulation is vital on milder days. When it’s too warm for a jacket but not cold enough for a single layer, consider wearing a vest to keep your core warm.