This cold season (we're already into sub-40 degree weather, oy!), I've been running with one of/combinations of the following, for outer layers on top:
REI light soft shell jacket (has nice stiff tall collar)
Marmot Driclime shirt (jacket with high but not stiff collar)
REI thin/medium weight fleece vest
Patagonia Wool 4 V-Neck (my big purchase, this fall)

The soft shell often seems to get too heavy, about 10 mins into my run. The high neck is nice, when there is a tailwind, however.
The Driclime -which is a men's model and is a little large on me- does flap a bit in wind but it shields me from the wind while not letting my sweat weight it down.
The fleece vest, while nice and toasty during my 5-min warmup walk, ends up being too much for the run, when under a jacket. As long as it's not windy, the vest is a good "outer" layer on top of the wool shirt.

I love that Driclime, for running. It's pretty good for cycling, mountaineering, and river rafting, as well. Good luck!