best advice, just keep running though it. you will want to get your lungs acclimated as it gets colder. even in the middle of january or february, a long run outside can rock and be a great way to get a mental reboot.
as far as gear goes, LAYERS!!!
technical tee shirt, then a lighter weight, long sleeve shirt, and lastly a running shell. brooks makes some really nice ones. i have found my legs can take the cold, even in 30 degrees, but if thats not your thing, running tights, work. sure they look doofy as hell, but they work.
thin running gloves are a must, and a skull cap is highly recommended.
really looking forward to some winter runs now, thanks, lol.