I ran XC/Indoor & Outdoor Track in Minnesota. Generally, our coach had us run inside if it was below zero or very icy. The ice is the biggest danger, not the cold.
I only ran outside when it was below zero a couple times, although the wind chill was frequently below zero.
Generally, for colder runs, I would dress in layers. A pair of tights under a pair of pants, gloves, hat and 2-3 upper body layers, including a tech layer close to my skin and something to block the wind. A few guys also ran with balaclavas.
Our coach always checked the wind direction, you should always start going against the wind so you won't be sweaty and fighting the wind on the way back.
Honestly, it's not a big deal when it's above zero. You will be surprised at how quickly you warm up. The last time I ran when it was cold (three degrees) I overdressed and got so hot that I ran the last 2 miles without my gloves in an attempt to warm up.
It's incredibly peaceful knocking out miles while the rest of the world is huddled up in their warm houses. If you don't like it or don't feel safe, run on the treadmill or indoor track. Just do what you feel comfortable with. No one really cares either way.