Ohhh, the running clothes are a good solution. My husband has some Nike turtlenecks for running, and he just puts either a bright sleeveless cycling jersey or bright wind vest, both of which have back pockets over for cycling. I have had trouble to find leg warmers that fit (opposite problem as you, smalls are too long and often too wide for me) so I have been using my old nike running tights over my shorts.

The important thing is that you are managing to staying active.