Just because the snow is falling or the temperature has dropped doesn't mean you have a "get out of exercising" pass! You need to continue your fitness regime from January 1st to December 31st. The following checklist will remind you of all the gear you need to stay toasty warm as you get your fitness on.
When selecting apparel to wear, choose items which promise moisture control. "Moisture wicking" fabric pulls the wetness away from your skin, allowing you to stay comfortable as you work out. That said, be sure to toss it into the laundry as soon as you are done so it doesn't begin to smell bad.
Starting at the top, you will need a warm hat to protect your head. As the wind blows by you, it can easily pull heat from your scalp. The hat should also cover your ears as they are one of the parts of the body which can quickly become frostbitten. Don't forget to keep your eyes protected from the cold, dry wind as well - wear sunglasses or goggles. If it is really cold and you need to protect your face, or if you are engaging in an activity such as skiing which puts you into high winds, wear a balaclava to cover your whole head.
Now that your head is protected, don't forget your neck! Wear a scarf not only to keep your neck warm, but also to keep the wind from zipping down your jacket. Buy a long scarf so you can wrap it around a few times and then tuck it into the front of your outwear.
Choose a coat which offers multiple layers of protection to ensure you stay very warm, even on the coldest day. You should also wear a few layers underneath it, such as a thermal base layer and a sweater. If you get too hot, you can take one layer off, ensuring you don't end up overheating and sick.
Your legs will get cold, so a pair of long johns and some thick pants might not cut it. If you plan to work out in the snow, you will also want to wear waterproof pants to keep you dry. In the end, snow pants will deal with all of these problems for you. Choose pants which are moderately thick so that they won't cause you to overheat or leave you too cold.
Lastly, your hands and feet will need protection as well. Choose gloves which are thick but allow you to engage in your activity without too much trouble. It can be harder to select the right footwear as it needs to allow you a full range of motion without allowing your feet to get cold. Talk to the staff at a local sportswear store for advice.
Once you get home, enjoy a nice warm cup of green tea to help you rehydrate and warm up. Then you can slip into a hot shower to wash off the sweat which has accumulated beneath your attire. Then you will be ready to rest up and head out again the next day!