As the weather begins to turn frosty, and the warm summer beaches seem SO far away, here are some tips to get you through the season without killing yourself.

1) Dress warmly and in layers.
2) ALWAYS warm up prior to any strenous exercise. If the weather is cold, then warm up in your tracksuit or a pair of sweats. Remember, spend at least 5 minutes in your warmup, then stretch for another 5.
3) Avoid running in poorly lit areas. As a cross country runner I've heard horror stories of my (female) colleagues being followed, etc.
4) Check the weather in advance, to insure that a blizzard won't drop down in the middle of your jog.
5) Stay hydrated. Just because it's cold doesn't mean your body needs no fluids. 1 liter of fluids a day keeps the puking away! Avoid drinking during your run, at least, if running at a race pace (60-75% of your maximum).
6) KEEP ACTIVE. It may seem like a pain in the ass, but the rewards of keeping active are WELL WORTH the costs, just ask Rocky Marciano.

Links for more tips:
http://thyroid.about.com/b/a/141176.htm
http://www.axiomllc.com/weekly_topic020107.html - Good for people w/ asthma.

Additional (stupid though it sounds)

If the weather is really cold (like, say, Alaska) try not to sweat. Failing that, make sure your clothes don't soak through, because it's a first class ticket to hypothermia, especially with any kind of wind.