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I'm from Minnesota and I used to run to and from work and go trail running on pretty desolate mixed use trails, so my advice might not applicable if you aren't running in that kind of environment, but here goes:
I'd go way overboard on the digits and the ears, toasty when standing around, and layer my core fairly light: underarmor-type long sleeve compression, long sleeve shirt, then fleece or a windbreaker (full zipper). Basically kinda chilly but not shivering when standing around. If it's like -20F I bust out the wool, balaclava (sp?), and ski goggles. Goal is to be able to unzip and open things up and not get too hot and sweaty, not rely on physical activity to keep fingers and toes warm. When it's too cold and you aren't crossing paths with many people, an easily-overlooked danger is injury or incapacitation. You wanna be dressed to the point that you could just lie on the ground for a couple hours, take a nap, and not wind up with frostbite (or worse), because ice is fun and shit happens. If you're gonna be running in that kind of cold, it's a good thing to keep in mind, kinda like how people say to throw a blanket in the trunk just in case your car breaks down, you'll probably never use it but it's good to plan around a bad scenario