One of the most unpleasant experiences of my life was running 7 miles with temperatures in the negative single digits (negative 30s with windchill) with my face uncovered, and no layering on my bottom half (i had on a pair of boxers and soccer shorts). By the end of the run I was slurring my speech and had spit frozen all over my jaw, and my dong hurt like none other. I was at a high school other than my own, and I didn't know where the locker room was, so for a while I just ran my hands (which were frozen and hurting badly as well) under the water in the water fountain and held my junk to try to warm it up and make it feel better. After a while I found the coach of that high school, and he told me where the locker room was and I headed there and struggled to get my clother off with my barely-functionaing hands. Once I did I found out that my dong was purple and swollen to a size that, under other circumstances, I would have been quite happy about. When I first turned on the shower I accidentally turned on the hot water, which hurt like a mother f***er. Once I managed to turn on the cold I spent the next ten minutes holding shivering, being miserable, and holding onto the safety bar slumped and whimpering in the corner of the shower. My dong hurt for the next few hours and didn't feel normal for two days. I was worried I'd done permanent damage.
I'll still go out for my run when it's that cold, but now I do a better job of layering.