Running in winter can be fantastically fun, but it does bring on a host of it's own problems, from cold air, to icy pavements, and dark nights. My essential (and some more specialist) winter gear can be found below.
So first of all, some running tights are very useful. I tend to wear them underneath my regular shorts for modestys sake, but most will have pockets large enough for a phone and key. They come in a huge array of styles, thicknesses, and types, so the main thing you need to ask yourself is what am I using them for. If, for example, you know you get very cold, look for the thicker thermal tights. If you want a performance benefit, look for some compression tights, and if you just want an extra layer, you can judge this yourself.
The next thing to get is an extra top layer. There are a few ways of doing this, and I tend to favor a base layer. Again, similar to the tights, you need to decide what sort of thing you need. Whether that be compression, or just a warm layer, this is up to you. Again, I wear a regular running t-shirt over this.
Buy Base Layers Here
Once the baselayers are sorted, the most important thing is to be visible. Hi-viz clothing comes in an array of colours and designs, but make sure that it has reflective patches on it. Hi-viz is for low light, reflective is for no light. When car lights shine on these patches, they shine like the sun. I tend to opt for lightweight jackets rather than anything heavy. There are various things to consider; waterproof, windproof, or jut warm; you need to consider what will be most appropriate for you. You can also add Hi-viz and reflective accesories, such as snap-bands to existing clothing, to help cut costs
Buy Hi-Viz Here
Aside from baselayers and hi-viz, everything else is preference and more specific to you. If you run purely at night, you may want to invest in a head torch (find a good selection here), if you run on very icy pavements, look for some extra grip (Yaktrax are superb).
The main thing with winter running is to be safe, and be seen. There is no such thing as bad weather, just inappropriate gear, so as long as you dress accordingly, you can run all year round.