I think others have done a great job, but I'll add my two cents (last year was my first winter running). I am a sweater and very cold-tolerant, so I can't wear too many clothes or I end up getting frustrated. It takes me about 1/2 mile to come "to temperature" and determine if I need to make adjustments for the next day. On cloudy/windy/rainy days I'll dress one thickness up from a sunny day (though those sunny days in the winter tend to be colder to start out with). I actually enjoy running in winter more because I can manage my temperature better. When it's hot outside, you are at the mercy of the sun a lot more. When it's cold, you dress smarter and control your own destiny better.
Last winter my options included short sleeve tshirt, long sleeve tshirt, long sleeve slightly thicker wicking top, compression suit (same thing I wear skiing), light wind stopping fleece jacket, wind stopping but not lined gloves, and beanie. Mix and match! I ran every morning down to about 5-10 degree (F) days, as cold as it got. At 30-40, you're not in a bad climate.
I would guess I probably pass or am passed by about 10 runners/walkers in the mornings, not counting moms that walk their kids to school (I live by an elementary school) or kids walking to the middle/high school bus stops nearby. It sure thins out in the winter, thoughI also find in the winter that I have to watch out for dog poop more, people stop picking up.
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I also find in the winter that I have to watch out for dog poop more, people stop picking up.
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