Dress for 10-20 degrees warmer: Yes, you will start out colder but will quickly warm up and don't want to overheat which will lead to more sweating. If you are warm when you start it might be a clue to remove a layer.
Dress in layers: A base layer to wick away the sweat and then a wind/water proof layer on top. Colder days may even require a midlayer to keep you warm enough. Don't forget the mittens, hat/headband and even face mask on coldest days.
Stay hydrated: Just because it isn't doesn't mean you don't need fluids. Start with warm/water to help decrease freezing and place bottles upside down in your belt or keep under jacket.
Duct tape your shoes: This will prevent water/snow and wind from getting through the mesh of the running shoe and keep feet dry. I have also found good luck with compression socks for helping to keep feet warmer, layer another sock over these for extra warmth.
Put Vaseline on your face: Your face is often the only exposed skin and Vaseline can protect fromt he wind and sleetly snow.
Take longer to warm up: Your muscles will be colder and tighter so increase your warm up time or even do an easy warm up inside first.
Pay attention to the running surface: I am not a fan of YakTrax since it changes gait so I choose to run in only my normal running shoes. Be aware of the surface, pay attention to ice, snow packs and slow down when needed to keep footing. It is not fun falling on the ice! Shorten your stride on these surfaces to keep better footing.
Start out slow and know your limits: Just like adapting to hot Summer running, the colder weather takes adapting too and the first few runs will be tougher so stick with it and enjoy the running. At the same time don't push too far and know what you body won't tolerate; have a back up plan, change the schedule or hit the treadmill.
Run later in the day: I still prefer morning runs but will push these back 1-2 hours to have warmer weather and more light.
Look forward to the hot coffee afterwards: There is nothing better then getting home from a long Winter run and sitting in front of the fire with a hot coffee.
What are your Winter running tips to stay warm?
There is nothing better than that first run in fresh white snow to make the rest of Winter running worth it.