Calling all true runners

I bought a light adidas rain jacket at the running store near me. The sleeves zip off turning it into a waterproof vest. The material is still breathable but It definately keeps you and your ipod dry! Smart wool clothes or materials that wick water off the skin are smart to wear in under the light jacket. The jackets are light, so you will need to layer a warmer breathable material in under it. For jogging pants I highly recommend tights. You can buy them at target or a running store. There are Nike pairs that have nylon on the thighs so your thighs will not get wet. They are also breathable and hold your muscles firmly so that you don't get injured as easily on the cold runs. It is easy to stretch, tear muscles in the winter because of the cold and not properly stretching. Happy training to you!!!

Wear base layers--Under Armour, Nike, etc.--and layer on top of them. I usually wear them with fleece over them because they are both lightweight and do not absorb/hold sweat and or precipitation. Definitely hat (or fleece headband) and running gloves. I keep my iPod under my fleece so no worries about moisture for me. However, I hit the treadmill if it is cold rain (not just drizzle). I'm a wuss like that. I'm in Illinois as well, so I know the weather you are talking about! Happy running!

As a fellow Chicago runner, I recommend layers for winter running. With the winds here (today we have 60 mph gusts) layers are the way to go. You will commonly find yourself hot and sweaty only to turn around, find a headwind, and freeze. Layers and shirts with zippers help with that.

I would make sure you have the following in your running wardrobe- thin gloves, a pair of mittens (that the gloves fit under giving you 3 options), hat made out of technical fabric, a baklava (or something you can wear over your face as this helps a ton on those blustery days), insulated tights, a pair of wind pants to wear over the tights on super cold and windy days, a good base layer tshirt/tank, a wind and water proof jacket, and a variety of thickness of long sleeve shirts (some with zippers). I have found that investing in good winter gear (Craft, Gore, Sugoi) to make all the difference. Yes, there are cheaper options out there but the pieces I splurged on are the ones that actually keep me warm and function as promised. Some people will also by winter running shoes (waterproof) which are nice given that our winters tend to be wet. I don't run with music so I can't help you with that but I have seen waterproof covers for phones in the cycling store so there is a ton of stuff available to water protect your phone.

I run outside year round and really only have issues below -15 so it doable.

I am still building my winter running gear. Tights are your friend, regardless of how silly you think you look. I bought a lighter pair last year and am shopping for a winter pair this year. They did get me through most of the season here and were well worth it. I am also looking at these pants from Lululemon as they have water/wind protection on the front.
http://shop.lululemon.com/products/clothes-accessories/women-pants/Run-Free-Pant?cc=0001&skuId=3429552&catId=women-pants
You also really need a jacket that will keep the wind and rain off of you.
I have this hoodie, its really warm so only for the really cold runs
http://www.mec.ca/AST/ShopMEC/RunningAndFitness/WomensClothing/TShirtsTanksTops/PRD~5017-743/mec-thermal-hoodie-womens.jsp?bFlashEnabled=false
The rest of the layers I just use long sleeve wicking shirts that I have. I also have a warmer Nike long sleeve shirt.
Right now I use those cheap stretchy gloves, a pair of mittens and a regular toque.
As for the iPod, I lost my arm band so for awhile I was putting it in my jacket pocket. On rainy days, I put it in a ziplock bag with an opening big enough for the ear phones cord. worked fine.

No tips for running in the cold, I find I do much better in the cold over the heat. Sorry.