+1 on writing down what you wear in different conditions (not only temperature, but humidity, wind and sun, all of which will affect how cold or hot you feel). It definitely took a while for me to figure out.

The biggest difference between dressing for running vs. cycling is that you don't have much wind chill at the lower speeds. It depends on your cold tolerance too. When I'm going for a short run in cold weather, I'd much rather overdress so that I'm reasonably comfortable when I start out, even if it means I'll be way overheated before I come back.

Layering is key. Have a way to stash a hat so that you can take it off when it starts getting too hot. You can wear arm warmers and just push them down to your wrists for temperature control. Neck and pit zippers help, too.

You can definitely run in chamois-less cycling tights. Wool is ideal for a base layer or even two layers on top.