Oh boy... you are in for quite a shock.
In all honesty, this year isn't that much worse for running as other years. It has been just as windy and cold as normal, the snow doesn't really change much for runners, as long as you can find somewhere that's partially plowed.
But to your question... I would avoid Under Armour. You pay a lot for the name, and their products are the same as the cheap, generic crap you can get at any store (re: target). If you just want a bunch of cheap pieces to layer up and wear out quick, shop at the discount stores and you'll do OK (just for the love of god... avoid all cotton in the winter!). The DC/Philly/NYC area usually hovers right about freezing, and these less technical clothes can usually do the trick.
If you want to do it right, and depending on exactly where you are going to be you might be well served to go this route (most of New England, Upstate NY, Inland PA, etc.):
Layer 1, a baselayer. Synthetics from companies like Craft or Mizuno (breath thermo), or wool from companies like Sugoi, Smartwool and icebreaker. These baselayers primarily keep your sweat off of your skin, keeping you much warmer. Of all of these, I like Craft the best, but it's probably the hardest to find.
Layer 2, insulation: Something with some loft here (when you pinch the material, it should squish... usually the more the warmer). Be careful here, because warmer is not always better. You need to find a balance between how warm you need, and how well the layer will allow sweat to escape. A basic fleece will keep you warm, but after 5 miles you will be drenched, and cold very soon after. Most of the brands listed above also make some good choices here, but also consider other major running brands (Nike, Adidas, NB, Brooks, etc.), and even some outdoor companies (mountain hardwear makes some great stuff, for example).
Layer 3, shell: This is the layer that protects you from the wind and rain. Many people want to get a thick, waterproof jacket here. But in reality (unless you are using the jacket for other purposes, like walking to class in pouring rain), it's probably not necessary. It rarely rains most places in the NE in winter, so liquid water isn't as much of a concern. Wind can be a big factor, and Nike and Asics both make some awesome windproof pieces (asics thermopolis, for example). If you want something water resistant, most companies have great shell jackets. One consideration may be the roads you are running on... it gets dark early in winter, would extra reflectivity be needed, or useful? If so, consider Brooks NightLife or Saucony ViziPro options. Finally, if you want waterproof, try the Asics Storm Shelter, Saucony Vortex Softshell, or some good options by Nike.
On the legs, I usually am fine in a pair of tights, but on really cold days I may throw pants over them. Also, sometimes when the wind is really blowing, you might find a pair wind briefs helpful. Nothing ruins a run more than a frozen johnson.
As for socks, don't dare consider cotton as it gets cold. The water/slush from the road will soak your shoes and the socks will (a) blister you, and (b) make your feet even colder. Thicker synthetic socks, or wool socks are the best options. Some people even consider a "trail" shoe for winter months, or a GoreTex version of their typical trainer if available. Adrenaline ASR (brooks), Structure/Pegasus GTX (nike) and many more are all popular winter options. These shoes protect your feet from the elements better, and also might give you better traction as well.
It sounds awful, and when I am sitting inside and look out, I dread the run. But when you dress properly and get yourself out the door, it really isn't much different than running any other time of the year (aside from the looks you get from people that can't believe anyone would want to be outside... but that's the best part!). If you embrace it as a part of life and learn to enjoy it, it just becomes a nice change of scenery before the landscape turns green again. Good luck!