I like running in the early morning darkness. I live in a more rural area, so I head for the unpaved roads. I hate the constant light of headlamps. I use rechargeable LED Knucklelamps. If no cars are coming, I run without any light. My eyes get dark adapted, and there is enough background light to see well enough, not like my usual running route is going to develop a chasm.
When a car is coming, I turn the Knucklelight on to bright, then to less bright, then to blinking. It gets the drivers attention better than a constant light (as in dorky steady headlamp) and they usually turn down their high beams. I also wear a reflective vest, bright beanie and gloves, and white jacket.
This morning @ 5am I ran 7+ miles, 18 degrees F, with freshly plowed snow. Snow on the ground makes it less dark. Tomorrow will be single digits, a good test on the cold tolerance of the batteries. I prefer warm summer morning runs, but I'm fine with winter dark runs too. I'd sooner cut my b**ls off then run on a treadmill.