1. Wear alllllllll the clothes. When it's this cold, that means two pairs of pants (today I only wore one pair and a long pair of socks - I regretted it because my thighs were really cold), a long sleeve shirt under a jacket, a neck warmer thing (what are those called?), gloves, and a hat. No love this hat because it keeps my face warm too.
2. Warm up slowly - if at all. On these cold days I definitely don't push the pace. It takes me a long time to get warmed up, and sometimes I don't really get warmed up at all. I don't want to risk injury by running too hard on cold muscles, so I take it nice and easy.
3. Get out of your running clothes as soon as you finish your run...for me this meant putting on a pair of leggings under some fleece pajama pants, a hoodie, and crawling under a blanket with a cup of coffee. It took me a good half hour to thaw out. Putting on warm fresh clothes helps me warm up a bit more quickly before I head into my scalding hot shower.
Colorado winters can be pretty cold, but I definitely don't want my running to suffer because of the weather. Most mornings I get my runs done on the treadmill, but I still love to do my longer weekend runs outside, no matter how cold it is. Plus it's a fun challenge.