Step 2: Head Gear
Next is a face mask. Make sure it is either thin enough or has adequate holes to breath through easily. Keep in mind that in really cold weather ice can form over your mouth/nose, making breathing more difficult. Avoid trying to melt off the ice by taking your mask down. When the ice melts, it will stay near freezing and take extra energy to warm it back up. With a mask like mine, one option is to rotate it. Given where it will rest relative to my hat, I can get three, maybe four, positions that will not put cold water against my bare skin.
With high winds, the mask becomes even more important to prevent windburn. Keep good coverage of both your face and neck. As you get more wind, a pair of safety glasses or goggles can be a game winner. You would be amazed how much more tollerable some running can be if you are not squinting against the icy gale that burns in your eyes. They can also help if there is snow blowing as well.