The primary concerns when choosing the best winter running gear will be warmth, breathability, and resistance to damage from moisture. Comfort will be of vital importance when choosing winter running gear as well, since your comfort level can affect your performance as well as your bodily health. Be sure to choose winter running gear that fits well and keeps you warm and dry, and consider purchasing ice grippers that slip over running shoes and provide a more aggressive set of teeth on the bottom of the shoe for traction on ice or in snow.
The key to comfort during winter running is wearing layers; choose several layers for your winter running gear rather than one bulky coat, since your body temperature is bound to change during the course of a run and you may want to shed a layer to cool off or add one to warm up. Thinner layers can also be stored more easily when not in use as opposed to a bulky coat that cannot fit in a pocket and would be uncomfortable tied around the waist. The outer layer should be a shell, or a jacket that is waterproof to keep snow and rain moisture out, and breathable to allow sweat to escape. This ensures the skin stays dry, keeping the body temperature well regulated.
Base layers, or the layers of clothing closest to your skin, should be made of a synthetic material that is breathable. Warmth is not really an issue at this layer, as other layers that cover it will provide warmth. The primary responsibility of this layer is to wick moisture away from the skin, or move it away quickly to keep sweat from building up on the skin and causing you to become cold. Layers on top of the base layer should also be breathable if possible, though they will need to be thicker for warmth as well.
Winter running gear that improves your traction is also quite important. Ice grippers are made from rubber and metal, and they wrap around your running shoes to improve traction on slippery surfaces. Metal coils are wrapped around rubber lengths, and the rubber wraps around the toe and heel of the shoe as well for a secure fit. Rubber soled running shoes are generally flat-soled, which means they will not provide much traction during the winter.