Head/Ears: Run Cap and/or Headband
I'm a big fan of a headband that covers my ears. I find that if my ears are cozy, I feel pretty good on a cold run. Depending on just how cold it is, I have a lightweight headband from Lululemon or my Mizuno Breath Thermo headband is great when it's really cold.
If it's going to be raining, I'll throw on a run cap so that I have a brim to keep my face somewhat dry and then layer a headband on over top. It's a good little combo that works great for me.
Hands: Running Room or New Balance Gloves
I have several pair of run gloves but the ones I seem to wear the most are my Running Room gloves and my New Balance gloves. I've had the RR ones forever but just recently got the NB ones and love that they're lightweight and have a 'phone-finger' on them. Usually just a light glove is enough to keep my hands warm and even on cold days, I often take my gloves off. When it's well below zero however, I also have a pair of Mizuno fleece gloves I can throw on for extra warmth.
Other winter running must-haves:
Aside from my warn run gear there are a few other things I consider must-haves running in this cold weather...