What are the precautions one should take when running in wintertime (-2 to -10 Celsius, 28 to 14 F)? I want to know in terms of clothing: what is the most appropriate? Should I end a run close to home so I do not catch a cold due to heavy sweating? Is there a list of what to avoid and what to follow when running in winter?
When running outside in the winter/cold weather you should keep couple of things in mind.
1) Firstly cold weather is really bad for your joints. If you expose them for a prolonged periods of time to cold they will eventually start hurting you. With that said make sure you put some warm clothes on yourself. You must consider the fact that there might be wind outside and as you run you are going to sweat. If there's wind and you are sweaty, the wind is going to literally pierce through your body. So look for a wind-proof jacket, usually any skiing jacket will do the to work. And make sure you don't overdo the clothing so you don't sweat more than it is needed or you will feel at discomfort. Don't forget wearing a hat, you lose most heat going off from your head.
2) When you run you inhale the air deeper. And cold air is really bad for your lungs and overally for your respiratory system. That's why what you can do is wrap a scarf around your face so that it will keep the area warmer and just warm the air more as you inhale it.
3) The surface where you run might be icy so look for shoes that are going to handle slippery surfaces. Also they must keep you feet warm and be at least slightly comfortable(for winter running shoes).
Finishing your run close to your place is a very good idea indeed. Make sure you take a warm shower/bath right after you are done with your run so you can stsabilise the temperature of your body. I hope this helps, if I think of anything else I will add it up.
The cause for a common cold are viruses, not temperature. It is a misconception that the cold is caused by cold weather, it definitely puts more stress on a human body and makes it more vulnerable to already present viruses, but if you are healthy you shouldn't have to worry that much. (see Wikipedia: Common Cold)
My last run was one of 30 minutes at 0°C at night when it was raining. I wore shorts, a t-shirt and had a headscarf around my arm that I later put on my head. I always wear my biking gloves when running, they leave the fingertips free but I tend to freeze on my knuckles. And they are a blessing when I blow my nose.
Watch for ice. If you encounter slippery surfaces slow down, be careful, there is no need trying to break your records and end up in the hospital.
Besides the excellent advice in the other responses, I would like to add some points:
First, only run when it is cold if you really have to, for example, Sunday January 13th, in Stockholm it was -9 Celcius (C) (16 Fahrenheit (F)) (-15 C considering the wind chill factor). A warmer Sunday, you would see lots of people running at the popular city parks Djurgården and Gärdet. That day, you hardly saw anyone. So even when you have a large population used to cold weather & snow & ice , most of them avoid intense outdoor exercise in the cold. The key reasons are that it is difficult to breathe (even if you are used to cold air) and the risks of falling. As a guideline, youth cross country skiers are not allowed to compete under -15 C (5 F), primarily because of the breathing and frostbite risks. Outdoors ice hockey games are cancelled if the temperature is below, -18 C (0 F). In both of these contexts, the participants are used to cold weather and in excellent shape.
Screen shot from Wolfram Alpha 2013-01-13
So if you really want to run, here are some additional things to consider: