When I'm going for a short run in cold temps, I'll dress so I'm chilly at the start and OK by the end. But for longer runs or in more remote areas (no houses nearby) I like to take an extra layer for safety. I take gloves, hat, and windshirt even when I think they'll be off after the first mile. The weather around here can change very quickly. Last winter I sprained my ankle when running in yaktrax on a trail. Luckily I was within sight of my car at the trailhead, so I put on the windshirt that was tied around my waist, and limped/hopped to the car. But if I had been farther out, or didn't have an extra layer, I might have gotten pretty cold. Even if I had a cell phone with me, it would have taken someone at least 20 minutes to drive to the trailhead to come get me.