The biggest challenge with running in the winter is dressing properly. With the right layers you can run in just about any temperature.
Now, I'm not in Winnipeg or anything, our winters here in Toronto are pretty mild compared to most of Canada... but it can still get pretty cold. And since I'm doing a 1/2 marathon in February, I want to make sure I'm ready for anything, so I make a point of going out on the coldest days.
At around 0 degrees Celsius:
- Technical T-shirt, short sleeve
- Running wind-proof jacket, no lining
- Cycling gloves, no lining
- Running tights
- Normal socks
- Normal shoes
At about -5:
- Lycra head covering thing, thin
At about -8:
- Toque instead of lycra head covering
- Add athletic face covering thing (covers nose, cheeks, and neck)
At colder than -10:
- Long Johns (MEC sells good thing ones)
- Replace technical T-shirt with a long-sleeve jersey with a lining
- Replace cycling gloves with winter gloves
I've run in as cold as -15C without much trouble with that arrangement.
Today it was -4, which is easy, right? But I didn't account for the -15 windchill... I was about 2k into my 20k run when I had to turn around, my face was just too cold. Ended up with my -10 set-up, except without the long-sleeve jersey (kept the short-sleeve technical shirt). Completed the 20K without any issues, perfectly comfortable and warm!
Snow is usually OK, as long as it's cold enough not to melt when it hits you... but rain can change the equation wildly. Once you're wet, the heat from your body dissipates very quickly, and you freeze.
I still haven't figured out what to do about wet feet, either... hit a few puddles and you're miserable in a hurry. Suggestions anyone? :)
One of the worst things you can do is dress too warmly. Conventional wisdom says if you don't feel cold when you walk out the door, you have too much clothing on. Just like with rain, if you're too warm you get wet and your overheating turns to freezing in a heartbeat. The core of your body heats up, as long as you keep dry and free of wind it's not necessary to pile on thick layers.
-20 and below...
I haven't had the opportunity to run in -20... maybe this year! I'm looking forward to the challenge.