Well, my first marathon is in about 4 and a half months, and I'll be training for it during the winter months. It'll be tough. I'm not good at hot weather running, and I'm guessing I'll be no better at cold weather running. Which isn't to say I haven't tried... I got a cheap sweat-suit and went on my way, figuring I'd only really be cold for the first part of the run.
The sweat suit was entirely ridiculous. I started off freezing cold and about 2 miles in was sweating up a storm. The cold weather made me freezing, despite my sweat. It was an awful, long, and miserable run. I knew better than to run with cotton on in the summer, but thought it was acceptable in the winter. I was wrong.
I went to Wal-Mart to invest in some cold-weather running gear. I'm not a serious enough runner to spend a ton of money at a running-specific store (for anything but my shoes), hence, Wal-Mart. I picked up a long sleeve, mock turtle neck body armor wicking shirt to wear under my sweatshirt, a nice hat, nice gloves, and insulated running pants.
Wow. What a difference it made.
I was never overly cold, but I was also never overly hot. The wicking shirt kept me nice and warm and got the sweat off me as I sweated, keeping me perfectly comfortable in 20 degree weather. The pants could have been a little tighter, since the only truly uncomfortable moments I had were when the wind blew up the pant legs.
I did 4.3 miles in this gear and was perfectly comfortable for the entire run. I'm sure I'll need to make some adjustments when it comes to 0 degree and colder weather, but so far I'm happy with the $40 I spent keeping myself warm on my runs.
I'm sticking with 4-6 mile runs until January, when I really kick it up and start going longer and longer on the weekends.