Dress warmly. Find a good hat and a pair of gloves in the fall, and make sure they keep you warm enough (fleece works pretty well.) Protect your face with a balaclava or mask if the temperature or wind chill goes down below 20 degrees (F) or -7 degrees (C). If you have a long commute, you might want to carry a handheld. Remember, you still lose water when you run in the cold!