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When you're preparing for an outdoor run or other exercise in cold, windy, or rainy conditions (or all of the above), plan your cold weather sports apparel by combining several lightweight layers rather than wearing a single, heavy coat. The layers will trap heat between them to keep you warm without the bulk of a single heavy layer.
-Base Layer: For your base layer, to wear right next to your skin, choose a lightweight, moisture-wicking fabric, such as Champion's Double Dry or Nike's Sphere. The base layer moves moisture away from your skin and keeps you from feeling clammy and chilled. Some thermal clothes can be worn as base layers or on their own in warmer weather.
-Middle Layer: For your middle layer, choose a slightly heavier top that can be worn over the base layer, or by itself on a moderately cool day. A lightweight fleece or a half-zip top is good choice for a middle layer.
-Outer Layer: For your outer layer, choose a top or jacket that is wind-resistant and water-resistant, but also somewhat breathable, so you don't overheat. Read the labels; some jackets list suggested temperatures at which you'll be comfortable in them.