>Running 101>How does the cold effect running.
Running in the cold is awesome! You don't overheat!
I bought microspikes for my shoes just in case, but you just want to be careful over ice. Running on fresh snow or crunchy/compactable snow is just fine. Wet snow--well you'll be sinking into it. Running along plowed roads works great. Shoveled sidewalks are fine too, but watch out for warmer days when the snow melts and refreezes into ice. If you are going to run on mostly packed snow or ice, get good spikes. I read the YakTrax fall apart.
Basically, footing-wise: keep your eyes out and tread carefully. What *will* screw you up is the element of surprise. It's just like walking on the sidewalk in the winter.
I don't warm up inside, but that sounds like a good idea. I just feel a little chilly for the first 5-6 minutes and then the warmth kicks in. Once it kicks in, with the modern technical winter clothing, you're just CRUISIN' till you're done.
MITTENS! Get mittens. Gloves don't do it (they work OK for above freezing maybe or not windy days.. wind kills most gloves).
HAT that covers your ears!
Don't wear cotton! (OK, it might be OK for underwear)
For coldest/windiest days, get a pair of "wind" underwear (others also suggest sticking a sock down there), because that part can get a little too cold (don't ask me how I know)
It don't get as cold up here in Boston as it does in your parts, but the coldest I've ran is a 1.5 hrs long run in 14-15 degrees F (-10 C), and felt very warm in my winter gear, except for when I had to take off my mittens off to retie my shoes and my hands got wicked cold. That was while wearing: Sugoi SubZero tights, Nike Combat Pro compression "warm" shirt, Brooks Utopia Jacket, Sugoi mittens, Saucony DryLete Skull Cap. Standard polyester Adidas performance socks + Nike LunarGlide shoes that had a decent tread.
I do have a pair of Sporthill running pants ("Zone 2"), but I've tried tights and will not go back to pants. The Sugoi SubZero tights I have are damn good. From 35 to 14 degrees, I'm very comfortable and warm just right, equally warm everywhere on my legs. No wind or windy makes no difference. No fabric flopping around, though I don't care that much... it's just so comfortable.
For the top, I wear compression "warmth" tops + a wind shell. I have two jackets: Brooks Nightlife shell (lighter weight) and Brooks Utopia Jacket (more diesel). Both seem to do the job with a layer underneath. The Utopia jacket is somewhat warmer, but you can only tell on coldest of days. I think the main purpose is for these to block the wind and create a bit of a warm air pocket between you and your baselayer. The reason for compression or fitted shirts is twofold: a) closer to the skin means warmer/better temperature regulation, b) I get nipple chafe with loose-fit shirts for runs over an hour.
Same thing with the hat: it's a "skull cap", so even though it's not at all bulky, it does a good job at adding warmth.
I haven't had any issues with needing special socks or shoes. Make sure your shoes have good tread and are not flat. My New Balance Minimus road shoes have a pretty damn flat sole and so I will need to find an alternative shoe for the winter.
Finally, for coldest of days, consider getting a face warmer or a balaclava. Really cold strong wind in your face can only be tolerated for shorter runs. I have an UnderArmor balaclava that I bought for snowboarding (so no specialty running store item required here).