The way the weather's been the last few weeks I've been gearing up whilst training! I wear a long sleeve adidas top (one of the tight ones like the helly hansen one, but slightly thinner). I also wear a high-vis jacket over the top too as I've been training at night since the dark nights came in - which forces me to run more on roads/paths than I'd like!
If it gets really cold I wear running gloves & a wooly hat too, and find that it they stop the unnoticeable cold getting in & causing cold/flu etc. As for the legs, I stick to my normal Tracky's - can't bring myself to wearing those spandex things as I couldn't stop a pig in a corridor (have legs like a Bilbo Baggins!).
