Winter running is a special skill. Many of things that are merely comfort issues the rest of the year become serious health and safety issues in winter, plus there are many winter-specific skills and habits you'll need to have. This is my own highly opinionated guide to the things you'll need to know.
First, the good news. It's entirely feasible to keep running all through a harsh New England Winter. There are certainly some challenges, which I'll try to address. There are rewards too. However, a little bit of context might help. I'm not that hard core. I'm talking about running in the suburbs, not the city or the country, and I'm not talking about extreme conditions either. Even in the depths of winter I was still running on lightly dusted streets, not deep snow over dirt or rocks, and only down to about 10-15ºF. I'm crazy, but not that crazy.
I consider this one of the most important things about winter running, and other guides seem to do a poor job covering it, which provided much of the motivation for writing this in the first place. Sidewalks are likely to be useless, so you'll be out in the road with the cars. Both visibility and mobility are going to be restricted by piled-up snow and other obstacles. This is a dangerous situation, so the first thing you want to do is improve your odds as much as possible. Always know where you'll go if a car comes along, and for heaven's sake don't impair your ability to hear them. Learn when and where the school/work rush hours are going to pose a problem. Learn how long the snowplows remain out after a snowfall (so you can avoid them) and where they dump the big piles (ditto). Learn which roads have too many turns or driveways with poor visibility, and avoid them. Ditto for steep downhills (uphills are actually OK) and places where puddles are likely to form. Some of my favorite summer routes are unusable in winter for one or more of these reasons, but that's life. Knowing a variety of routes in your neighborhood is always good, but these limitations make it even more important in winter.
Accurate weather information is super important for winter running. I find that Weather Underground is very accurate ahead of time, but just before I go out I double-check on AccuWeather; their "MinuteCast" is often eerily accurate. While knowing the temperature and likelihood of precipitation might determine when I run, wind speed and direction might determine where. There's nothing quite like coming over a hill or around a bend and getting blasted with a freezing wind that you hadn't anticipated or dressed for. Lack of leaves on the trees might be good for visibility, but it can also make you more exposed. Again, knowing lots of alternatives can help you avoid these ills.
Another weather-related consideration is time of day. I'm not a big fan of running in the early morning at the best of times, but most especially in winter. It's the coldest time of the day, which also means the highest likelihood of route-blocking snow or hidden ice. It's also one of the busiest times of day. Besides people dropping kids off at school and/or commuting to work, it's also when the idiots with snow-blowers are waiting for a chance to pelt you with snow as you go by. Lastly, it's probably your own body's lowest point in terms of both flexibility and cold resistance. If you do have to go out at that time (I realize other people don't have the same schedule flexibility that I do), get some calories in you first, warm up thoroughly indoors, and be extra careful while out there.
The most important thing is not so much specific items or brands but flexibility. I'll wear different gear if it's 32ºF than if it's 24ºF, and different gear again if it's 16ºF. Wind and humidity are also factors, and it's important to remember how much you warm up while you're running. I warm up a lot, so I dress to be slightly cool at the outset and I still usually end up taking off my cap and gloves before I'm done. Lastly, don't wear cotton. Sweat + cold = death, and cotton just absorbs too much. I'm an all-synthetic guy myself, but others swear by wool and/or silk.
With all that said, here are some suggestions for gear you'll need. Brand/item links are just examples; you will certainly have different needs/preferences and find gear to suit them.
Head: lightweight "beanie" style hat. You can find any number of these at any running store or online. I have three in ever so slightly different weights, but even the thickest is still little more than a couple of layers of thin poly. I'm not a big fan of ear warmers, but I do make sure my cap covers most of my ears.
Face: I have a convertible hat/mask that I really like, but mostly for snowboarding. I only used it for running on the coldest days; otherwise it was too warm and tended to ice up from my breath.
Trunk/arms: Mostly I wear a compression T-shirt underneath and a long-sleeved one over it. On the coldest days I'll swap the outer shirt for a warmer windproof jacket instead. Breathes well, nice little thumb holes to keep the sleeves from riding up, reflective material, etc. I do also have a couple of thermal long-sleeved shirts, but I never seem to use them for running (fortunately they're still good for cold snowboarding days).
Hands: Like beanies, lightweight gloves are easy to find and I have two pairs in slightly different weights. The thinnest, which I use most, are Under Armour but they're wearing out so I'm hoping the New Balance pair I've ordered can replace them.
Underwear: I have some New Balance, some Puma, some Champion, some Reebok. I can barely tell the difference until the elastic starts to die off (which seems to take a few years). The important thing is that none of them are cotton.
Legs: probably my favorite find was these leggings/tights. They're honestly a bit of a pain to get on and off, but they're absolutely perfect for keeping the wind and splatters off. I wear these, or some slightly lighter alternatives, with shorts over them for a little extra warmth and to look (just slightly) less silly. This works anywhere from 40ºF on down, and my legs never feel too warm or too cold. Modern technology is awesome.
Socks: at the warmer end of the winter spectrum, I just wear the same kind of socks I wear the rest of the year, only a little biased toward the longer/thicker ones. Below freezing I'll go for more specialized full-crew winter socks, such as these Danish Endurance ones that I discovered quite recently.
Shoes: I talk about shoes and spikes and such a lot more in part 2, so all I'll say here is: do get some actual winter shoes. Using your summer shoes kinda-sorta works some of the time, but there are some less obvious reasons why you probably shouldn't do it full time.
Other: certain kinds of chafing are more of a problem in winter. I'll just mention Friction Defense as a potential solution. Body Glide is the better known brand for this, and I've also tried various tapes/tabs, but FD is cheaper and IMO that plus a compression underlayer works better than anything else (at least for those of us without breasts and in that case I'm afraid I can't be much help).
If you have that even more awkward kind of chafing, I can recommend Chamois Butt'r. I know a lot of people think it's gross to talk about these things. I'm sorry, but if that's what it takes to save someone else some discomfort then it's worthwhile. I wish somebody had clued me in before I had to figure this stuff out on my own.
Just some random notes that didn't belong in the big categories.
First and foremost, take it easy especially at the beginning of the cold season. Your muscles will stay stiffer longer, increasing the risk of over-extension if you push too hard. Your shoes will have less flex too, putting even more stress on your muscles to absorb impact. It's not just your legs, either. Your core will also stiffen up a bit. Your body will be less willing to take big gulps of delicious air when that air's cold. Everything's going to be just a bit harder, especially at the top end of your range. Don't expect to maintain the same pace as in summer. If you do, that's great, but be prepared for a bit of a slowdown. It'll all come back to you in spring.
At any time of year, I recommend bringing some ID and an insurance card, plus a credit card and/or a small amount of cash, just in case something happens. I wear a belt that also holds my phone and some small water bottles. I used to wear a little waist pocket without those things, until I had to deal with being on-call at work and thus reachable by phone, then the habit just stuck with me. Other people prefer arm bands or shoe pockets if they're going light.
Many people seem to think that putting your all-synthetic gear in the dryer will destroy it. I disagree, because I've actually done the experiment. I had two sets of socks and underwear, exactly the same except for different colors. For months I left one color in the dryer with everything else, and took the other color out to dry on a rack. No difference. Since then I've just done the easier thing with no pangs of conscience and no bad results that I can tell.
With all of that gear and preparation and good habits, you should be able to run safely even in that New England winter. It can even be fun. There's a special kind of quiet after a storm, and a special kind of light all the time. There are no cyclists. Places that are hidden behind greenery in summer become visible through bare trees. There's no danger of overheating. You might find that you enjoy winter running too, no matter how crazy it seems.
P.S. This is a revamped version of a post originally made on my own website in 2015, which is why it has a date later than part 2. I've learned some things since then, changed my opinion on some others, and thought of some things I forgot to mention the first time around.