I can't stand breathing through a mask. I've tried a few and never found one that allowed enough air to pass through AND didn't get sopping wet/frozen within a few miles.
Like Crompsin said, neck gaiters are great. I don't like the fleecy ones because they irritate my neck, and there are some really good polypro ones out there that will do the trick. There are also some that can be pulled up hood-style to cover the entire neck. It looks funky, but that's never something that bothered me.
When I was training in the dead of winter and doing 60-70 miles/week, there were a couple of tips I learned from older teammates. First, layering is essential. If it was a dry day above about 15F, I could run in 2 short sleeve, 1 long sleeve, running shorts, wind pants, gaiter, gloves and a hat. I might be cold for the first half mile or so until I warmed up (call it 3 minutes), but I'd almost certainly end with my gloves and hat in a pocket. As the temperature drops, add more layers. If it's windy, wear a single or double ply wind jacket (you don't want to add too much heat). If it's wet, add the jacket plus an extra layer.
A thing about wind: there's no reason that you shouldn't run on a cold, windy day, but you should be careful about the direction. I once went for a 10 mile run (I know the distance because I remember the route) with 3 or 4 other guys. We started out with the wind, thinking we'd work harder on the way back as an added bonus. It was blowing at least 20 mph (probably more), and one other guy and I got frostbite on our chests because we sweated enough on the way out that on the way back the wet patches froze.
If you're going to run while it's snowing or freezing rain or any of the nasty precipitations the midwest is known for in the winter, chosing your route becomes even more important. Make sure that it's going to be as free of car traffic as you can possibly get. First, you don't want to be in an accident and second, you don't want to happen across one only to stop, cool down and get yourself into bigger trouble than the driver's in.
As far as hydrating goes, that's a mystery to me. Unless you're running 90+ minutes, don't bother bringing any with you. You won't be able to process enough during your run to make a difference. Just make sure you're hydrated during the day.
Tights vs. wind pants: I've run in both with good results from both. However, tights are not good in the wind. If it's blowing much more than 10 MPH, go with wind pants. If it's not, chose what's comfortable.
Running in the cold is definitely an acquired taste. I hated it at first and love it now. I eventually got to the point that I no longer consider freezing to be particularly cold. It's cold when it's single digits, and I've run in weather as low as 20 below before the wind. There's nothing better than coming inside after a good run and having to peel off layers quickly to keep from overheating.
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