I also am a short runner (4'11"). My favorite tights are Nike and I found them at ****s Sporting Goods last year. They are not petite, but they are XS.
Sport Hill also carries petite lengths in some of their pants, but I have yet to find XS. I do have a pair of their smalls that are a little big, but I just roll down the waist! Luckily our winters are not bad and there is always the treadmill at the gym.
I have not had much luck with jackets, so I am curious to see what everyone else has found.