Wear a synthetic base layer made of polyester to wick sweat away from your body. Layer up with a t-shirt and a light wind cheater to trap heat between the layers. Avoid cotton.
Men tend to ignore how cold, dry air affects skin. Use body or hand lotion and lip balms to prevent your skin drying out. In severe cases, skin can crack making it too painful to work out.
As your body temperature falls, it shuts off blood supply to your fingers, ears, nose and toes. Cover these as they are where you begin to feel cold.
Wear bright clothes with reflective strips, particularly if you exercise at dawn or dusk. This alerts other people to your presence
Finally, never, ever skip a warm up!