I usually go to the gym and run on the treadmill those days.
Actually, I have run a few days in the rain. I wear tights, wool socks, a wool jersey and a capilene bra top. I wear a wool hand band over my ears. I have a great bicycling jersey from Ground Effect that I like to wear when I'm running. It's wool, but has a wind blocker front and a really long zipper. My other wool running jersey is from Ibex. Both have thumb holes and I'll tuck my fingers inside at first, but then I usually get too hot. The Ibex one also has a hood, but I don't wear it for long.
Veronica