Dress in layers

Dressing too warmly is a big mistake when exercising in cold weather. Exercise generates a considerable amount of heat — enough to make you feel like it's much warmer than it really is. The evaporation of sweat, however, pulls heat from your body and you feel chilled. The solution?

Dress in layers that you can remove as soon as you start to sweat and then put back on as needed. First, put on a thin layer of synthetic material, such as polypropylene, which draws sweat away from your body. Avoid cotton, which stays wet next to your skin.

Next, add a layer of fleece or wool for insulation. Top this with a waterproof, breathable outer layer.

You may need to experiment to find the right combination of clothing for you based on your exercise intensity. If you're lean, you may need more insulation than someone who is heavier.

Keep in mind that stop-and-go activities, such as mixing walking with running, can make you more vulnerable to the cold if you repeatedly work up a sweat and then get chilly.