| Running in the cold can be a lot of fun...if you're smart about it. I've lived in Alaska for over 12 years, and running when it's cold, on the ice, in the snow, I've found is really enjoyable. One thing you have to watch out for is hypothermia. Depending on how cold it is, hypothermia will creep up on you real fast if you're not dressed appropriately; i.e have a layer of moisture-wicking material against the skin, a layer of insulation (fleece), then some sort of wind breaker, breathable if possible. You don't want a cotton insulator since all it will do is sponge up the sweat and make you cold. If you can find a jacket that is a good synthetic insulator and windbreaker, go for it since it will be lighter and is designed to wick away moisture better than the insulator-windbreaker combo.
Also, you will find that running on ice for a long period of time smokes the crap out of your calves and ankle muscles for the first few times, since a lot of energy is spent keeping yourself from slipping. Same goes for snow, but if you've ever ran in sand, it's kind of like that.
A warm hat is a must-have, even if you feel really hot do not take it off because hypothermia will set in much faster without a hat.
That's all I can think of right now, just be safe and use common sense when operating in cold weather.
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Trust your hang.
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