I have a Nike vest that I wear for running when it's really cold. It's similar to their current "shield" vest. I overheat pretty easily, so I reserve it for below freezing runs and, even then, it might be too much if the sun is out or the wind is down.

It takes a bit of experimenting to figure out how to dress when it's cold. You might start writing down the temps and conditions, what you wore and how appropriate it was. I end up having to relearn it every winter it seems.