What to wear:
55° F+ shorts and a short-sleeved top
45° - 54° F shorts or tights and a long-sleeve base layer top
33° - 44° F tights and a long-sleeve base layer top, gloves and thermal headband optional
20° - 32° F tights, longs-sleeve base layer, second top layer (vest, etc.) gloves and thermal headband, second bottom layer optional
0° - 19° F tights, second bottom layer (running pants), long-sleeve base layer, jacket, gloves, thermal headband
That will keep you warm, but you also want to make sure you stay visible. With the colder temperatures it also means it's getting darker out earlier. Wearing a reflective vest or running with a light will help keep you safe. Vests can be found in any running store or online and Road ID has some great LED lights to attach to your clothes as well as reflective tape and belts.
Hope this helps you stay warm, safe and active through the winter!