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I live in Ohio, and I run outdoors in the winter. Only the worst winter days (like some of the ones we had last year) will keep me inside running on the treadmill. Otherwise, I gear up and go. The best strategy is to dress in thin, lightweight, moisture-wicking layers. You should dress so that you are just a little chilly standing outside, since you want to be comfortable when you're moving.
Here are a few must-have items if you want to try winter running:
1. Gore-Tex (or similar technical fabric) jacket
A breathable, windproof, waterproof jacket is a must if you're going to run outdoors. A jacket like this is expensive, but if you care for it, it can last you a long time. My in-laws got me a Gore-Tex suit (jacket and pants) years ago and it is still in good condition.
Some things to look for: A flap to cover the zipper, either inside or outside of the zipper. If the zipper is bare, you are going to have the winter wind blowing right into your chest. A hood that tucks away when it's not wanted but can be pulled out quickly if it starts to drizzle. Pockets (an inside media pocket is an especially nice touch). A hem that dips down in back is nice to cover your butt when the wind is at your back.
Think lightweight shell, not parka. You don't want to overheat and get sweaty, or you will get chilled. Buy a size that will be big enough to accommodate movement and layers underneath, but not so big that it lets wind whip through it.
2: Moisture-wicking layers
You do not want to wear your cotton running t-shirts outdoors in the winter. They will get soaked with sweat and chill you. You want to wear layers of fabric that are moisture-wicking to keep the dampness off your skin. Think dri-fit, UnderArmour, and similar. I wear the same clothes I wear for other workouts -- moisture-wicking tights, long- or short-sleeved t-shirts. Silk long underwear are a great base layer but they aren't essential.
You don't have to spend a lot of money on these clothes -- Target and other bargain retailers now carry technical workout clothes. I have gotten a lot of my go-to items off their clearance racks.
3. Non-cotton socks
Again, cotton gets wet and causes blisters. I like Wright Socks, which are double-layered and are made of a lightweight fabric that keeps my feet comfortable in most weather. My husband sometimes wears wool socks, but I don't like the way they feel.
4. Hat and gloves
I don't spend a lot of money on my running hats. I get the cheap stretch kind at Target. I bought special "texting gloves" years ago when they were hard to find, and they are still going strong. It's easier to find texting gloves now at discount stores, but the Glider Gloves are warmer.
I often take my gloves and hat off midway through the run, which is one reason I think pockets on a jacket are essential.
Some nice-to-have items once you have covered the essentials:
1. Gore-Tex (or similar technical fabric) pants
On most days, I wear my jacket with two or three layers of tights, but I have a pair of Gore-Tex pants for really cold days. It's best if they have zippers at the bottom so that you can take them off without taking off your shoes.
2. Moisture-wicking underwear
Until last year, I just wore my regular undies when I was running, and they were fine. They got sweaty, but it wasn't that much fabric so it wasn't a big deal. Then I found a few three-packs of Champion activewear underwear on clearance at Target, and found that they were much more comfortable for working out. A nice benefit is that they are seamless, so there is no chafing.
3. Neck gaiter or scarf
Some people prefer a balaclava, but I feel suffocated when I wear one (and I also feel like I should be robbing a convenience store) I'd rather wear a hat and neck gaiter and pull the neck gaiter up to wear I want it. Most days I don't need it, and in the in-between days, I just wear a cheap regular scarf.
By the way, you still need a sports bra in the winter. Almost all of them are made from wicking fabric, so just wear the same one you wear the rest of the year. I, of course, wear Enell.
Please be safe this winter! Know the signs of frostbite, and don't be a hero if you feel like you are just too cold to complete your run. You can always add another layer for the next one.