Wear a thin layer of synthetic material such as polypropylene that will draw sweat away from your body as you exercise. Avoid cotton products such as t-shirts, which can trap sweat on your skin, chilling your skin as it starts to dry.
Add a second layer of wool or fleece for insulation, then a third, outer layer of a breathable and waterproof material like Gore-tex. Avoid exercising in a heavy down jacket or ski vest, as these can cause you to overheat and sweat.
Wear thick thermal socks that will keep your feet warm while you exercise. You may need a second pair in extremely cold weather. Wear exercise shoes that are a half-size or full size larger than your normal shoe to allow you to use thicker socks. The shoes should not have mesh or other areas open to the cold air.
Wear a thin pair of gloves underneath a thicker pair of gloves or mittens to protect your hands from frostbite, as your blood will be concentrated in your core as you exercise and leave your extremities exposed. Put the gloves on before you exercise, while you're still warm, and only remove them if your hands begin to sweat.
Wear a thick fleece or wool hat to keep your head from getting cold. In very cold weather, add a facemask or scarf to prevent your body heat from escaping.
Wear a lightweight, loose-fitting top to keep the sweat off your body and leave your skin as dry as possible. This will prevent sweat accumulation and chafing. Wear lighter colors that reflect heat, rather than darker colors that absorb it.
Wear shorts or short pants to keep your legs cool as you work out. Sweatpants are acceptable, provided it is not too hot outside, as they trap the heat and sweat generated by your legs as you exercise.
Wear thin, lightweight socks to limit sweat buildup on your feet. Use well-ventilated running or athletic shoes to keep air flowing over and around your feet.
Wear sunglasses or a sweatband to protect your face from the heat and glare of the sun. Use sunscreen on bright days, as sunburn damages your skin and limits your body's self-cooling mechanisms.
