I used to live in PA and run in the winter quite abit. Were talking snow on the ground and temps in the 20s.
I never wore workout pants or sweat pants or anything like that. I simply wore my normal mesh running shorts and when and bought some think knee high socks to keep my legs warm. I found that this gave me the most "freedom" and felt natural allowing me to keep my normal stride without weighting me down our causing chafing.
For the top I generally wore just a long sleeve Tshirt. If it was a bit colder, I would do a long sleeve with another short sleeve T over it.
I would wear a hoodie on really cold days. These are nice because you can wear the hood during our warm up period, but once you start to get warm you can just flip it off and you don't have to worry about over heating or sweet getting into your eyes.
Any gloves will do really. However I found that no matter what my hands would always be cold and gloves made it super hard to work my Ipod so I eventually stopped wearing them.
On a side note, if its winter your prob. running in the dark or low light conditions. Take some steps to protect yourself. I used to run with a flashlight, not so I could see but so cars would see the light flickering and know I was there. I eventually bought a little bike light that flashed red that I could clip onto my sleeve or shorts. I even went so far as to get some reflective tape and put some on my sleeves and shorts, but I was running by a major thru road in my town so I wanted to be extra careful.
Hope this all helps.