Don't use the excuse it's too cold to run outside in the winter.
Under Armour is by far the best apparel for running outside in the cold.
Below is a pic I took before I headed out for a run Friday night at dusk. It was a windy 37 degrees.
This gear will keep you warm without a bunch of bulky clothing. Most importantly you will dry quickly, keeping you from being wet and cold.
Here's how I stayed warm:
Under Armour ColdGear Catalyst Hoodie, $75 at Dick's Sporting Goods
The material is light, stays dry, and the hood is stretchy and stays put when running. I absolutely love the color of this hoodie!
Under Armour ColdGear Compression Mockneck Long Sleeve Shirt, $50 at Dick's Sporting Goods
Another great light weight shirt, tight fit, and a great base layer.
Under Armour Women's Blustery Headband, $18 at Under Armour
This headband is awesome and covers all of your ears. It's made of a soft fleece material and is snug enough that it doesn't slip out of place. I also liked that it kept my headphones in place.
Under Armour GoldGear Liner Gloves, $25 at Under Armour
These gloves kept my hands warm and were long enough to keep my wrists covered as well.
Since I was running at night, I wore a pair of my black running tight pants, which have a design made of reflectors on the calfs.