I run all winter and I wear only my regular running shoes, I get specialty socks for running and that's all I wear. In the summer a I wear thinner type of running sock... At first your feet may feel cold but as you warm-up and progress in your workout it goes away... Even at -20C I wear the same thing...
As for upper body clothing I wear a Under Armour type long sleeve sweater, they are nice and thin, then on top I wear another light jacket, then on top of that I wear a wind breaker... Everything I wear is the dry wicking type of clothing NEVER wear cotton because as you sweat it gets wet and you will be cold...
Then I wear a tuque or ear muffs depending on the coldness... In the fall I wear gloves that cut the wind. In the winter I wear a pair of mitt on top of the gloves...
I have run in -20c weather and love it the best

... On those extreme cold days as long as it's sunny with no wind I am out there... I love winter running...