The single biggest mistake made while training during the winter is overdressing. One easy way to determine whether you are overdressed is to use the 'out the door' test. Dress so that you are chilled when you walk out the door for your workout. If you are warm before you begin, you will be too hot and risk overheating during the workout. You don't need as much as you think. Typically you should dress for 15 degrees warmer than the current temperature. That will account for your increased body temperature while moving and is a good gauge in deciding what to wear.