Youre a tough guy, Zac. Most Chicago runners head for the treadmills and Stairmasters during winter. But not you. You figure, "I have ten toes, can sacrifice two or three." The task is to ensure you do not. Its a two-part issuethe shoes, and then the other stuff to keep your feet sort of warm.
The shoes part is pretty easy. Id go with a sturdy trail-runner, with a Gore-Tex booty. I like the idea of a trail-runner because they have more support when running on icy, crummy streets, probably in the dark.
Take a look at the Salomon XA Pro 3D Ultra GTX shoes (a mouthful, for sure). These are really handsome shoes, but very functional, with soles with big knobs for grip, heel and toe caps, Gore XCR booties, and EVA midsoles for cushioning. Just the thing for the mean winter streets ($140).
I also like Montrails Mountain Masochist GTX ($115). Same drill as the Salomonsgrippy soles, Gore-Tex booties (older style, not XCR), toe caps, and EVA midsole. Nice shoes.
Id do two things to weatherproof what are essentially low-top sneakers. One, wear woolen socks. SmartWool PhD Running Light Socks ($16) are a good start. The other thing, wear some gaiters to keep snow/sand/slush out of your shoes. Outdoor Researchs Flex Tex Gaiters ($35) are mid-height gaiters that are just the ticket for running shoes. They have nylon uppers that repel moisture, and theyll add some warmth.