I live in northern Alberta, Canada and train outdoors year around. Raced in a half-marathon last February in nearly -30°C temperatures, that was chilly! Couple of things I have found running the past 4 winters:
Dress in layers. The number of layers you require will vary depending on conditions. For myself, the following works:
- Shoes: I use a combination of home made screw shoes, Icebug studded running shoes, trail shoes, and street running shoes (Hokas). My preference is the Hokas and I will use them in all but the worst conditions.
- Socks: I never get cold feet while running and will always use a single pair of socks, which could vary in thickness from really thin to a light-heavy weight. In warmer weather I will wear low cut socks but will wear longer socks when it is cold.
- Lower Body: I will wear shorts in anything above 5°C and wear tapered running pants below that. If it gets below about -10°C, I will usually add a pair of long underwear below the running pants.
- Upper Body: I usually wear a Showers Pass wind/waterproof jacket as my outer layer. Depending on temperatures, I may only wear a light shirt under the jacket, or if colder may add a fleece jacket over my shirt but below my shell jacket. If it is really cold, I may also add a woolen underwear shirt as a base layer.
- Hands: If below about 0°C I will wear a pair of light gloves. If it is really cold my hands my be cold at the start of the run but they usually warm up quite quickly, and some days I will even pull off the gloves for a while even in -10 to -15°C temps and go bare handed to shed heat.
- Head: I wear a light toque over my head and ears. If it is really cold, I will add on a neck warmer. It is tough to wear any face protection and keep my eyeglasses from icing up so I usually go without if possible (although I did get a touch of frostbite in my cheeks in last February's half-marathon.
I perspire heavily regardless of the season of the year and I find that even when running on very cold days in mid-winter, my clothing is dripping wet when I finish up. I did a 32km training run last winter in -20°C temps where my outer jacket was frozen solid from all of the perspiration freezing, and yet my underlayers were soaked. When running in the cold, you always have to be mindful of where you are and how long it may take to find a warm place to bail if required. Loops that don't take you more than several km away from home is my usual practice.