Step 1: Never start a run without taking advantage of an opportunity to test some new, preferably slightly ridiculous cold-weather strategy, such as ways to keep water from freezing solid. Taping a Camelback bladder to your skin can work, as long as you're not opposed to carrying around a cold, sloshing water baby.
Step 2: If you are using a more traditional method for protecting water and gear, such as a wedging a backpack inside of a coat, make sure you can actually fit your coat around all of the crap you want to wear and/or bring with you.
Step 3: Don't forget the loose final pieces such as gloves, hat and headlamp. Don't worry that you look like you're about to go deep-sea diving. In a way, this is essentially what you are doing.
Step 4: After warming up by running through the city streets, don ice creepers for the run up the mountain. If you are a mitten user, it is preferable to practice this step a few times before you go out into the Arctic cold.
Step 5: Be sure to look around and enjoy the views. After all, you could be inside a warm building, jogging on a treadmill as you sip herbal tea and watch "Dancing With The Stars."
Step 6: Run, run, run. Don't stop running. This is crucial for circulation since you are only wearing running shoes and a single pair of socks in order to avoid blisters (and even then, if you are new to running, you may still manage to return home with bloody socks from toenails that you forgot to clip because, well, you're new to running.)
Step 7: Don't make the mistake of believing you're done after you've descended the mountain. After all, you still have three miles of cool-down (way down) before you return to the safety of home. Note: This is a surprisingly long way when you don't have wheels.
Step 8: Relish in the fact you spent two hours and 15 minutes braving the elements, which is actually much more fun than simply exercising. Vow never ever to bother with treadmills or trainers again, and begin plotting tomorrow's run.