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!