I'll wear shorts and a nylon windbreaker down to about 40 degrees.
Below that, I have a pair of nylon wind pants that I will wear over a pair of shorts, and a Asics coat. The coat does not have a liner. I will layer under that depending on what temperature it is.
I wear a balaklava, and will either wear it as a stocking cap, or pull it down around my neck, depending on conditions. I have a set of thin gloves that make it to about 40 degrees. Below that, I wear a heavier set of gloves.
I never wear more than one pair of socks... Funny how my feet do not get cold.
I run outside all winter in the NE Ohio weather, provided there is not snow on the ground. The parkway has a truck that they plow the running path with, so usually I can run outside the day after a big snow storm.
I've headed out for a 20 miler in February one year, when the temperature was 4 below zero at the start. My water bottle turned to slush in my hands while I was running... Yeah, that was a friggin' cold day...