Two principles: Layer, and go for complete coverage. With that in mind you can easily mix and match what you wear to cope with anything from ten below to 32 degrees.
Let say its a little below freezing. You start with a basic lightweight pair of tights such as Cannondales Lightweight Tight ($45; cannondale.com). For a top, Patagonias Capilene 2 Crew ($38; patagonia.com) or Icebreakers wool Bodyfit 260 Long Sleeve Crewe ($69; icebreaker.com) would be great. Then, depending on wind conditions and how warm you get when running, throw on a light vest such as Asicss Packable Shelter Vest ($45; asics.com), or a jacket such as Nikes Tailwind ($110; nike.com). Add some light liner gloves (polypro glove liners work well) and a hat, and youre set.
If it gets colder, switch to a pair of mid-weight tights such as Pearl Izumis Microsensor Tight ($69; pearlizumi.com). Add an insulating T-shirt such as REIs MTS Crew ($24; rei.com), then layer on the Icebreaker shirt and the jacket, and you should be good to go. Maybe add warmer gloves, too. I really like Manzellas Silkweight Windstopper Gloves ($30; manzella.com), which are surprisingly warm on their own and can easily fit over a silk or polypro glove liner.
For wet weather, a waterproof shell would be in order. Road Runner Sportss Mens RSS Jacket ($200; roadrunnersports.com) is a good buy, with a Gore-Tex XCR membrane and a cut thats good for running. Add a waterproof cap such as Marmots Precip Hat ($18; marmot.com) and youre set. I dont think you need rain pantsthey just flap around too much.
So, with those pieces, you can mix and match for nearly any conditions. Youll soon get a sense of what combo works best depending on the weather.
Youve got your winter gear, now get outside and use it. Away.coms ski and snowboard guide makes it easy to find nearby slopes just begging for fresh tracks.