Last year I invested in wind protected under wear and damn what a difference it makes. The vital parts....well you don't wont to get them cold and this made the difference for me. One of the best investments I have ever done.....I have been having good luck with Asics Men's ASX Boxer.
When it comes to socks, I go with wool all the way. I hate to have cold toes and I freeze easily. Lot of runners talk about Gore Tex shoes or what ever the different shoe companies calls there material they use for weather protection. For me wool socks is the way to go. Smartwool and lately Darn Tough has been keeping my feet warm during extreme cold weather.
My hair and head gets really wet from sweat so a good wind protected that can breath hat is to recommend. All brands has them. Gore running has been working decent during the mild winter weather. For extreme cold weather I add a headband under or/and ear mufflers......
Enjoy your winter running, stay warm and dry!