Looking for recommendations for the best type of clothing (and where to get it) for working out/running outside in the winter months. I know to layer clothing but want to know what fabrics should be where in the layering.

I used to layer clothing, but this season I'm doing something different and say "screw layering." I just got some Under Armor ColdGear. IT's freaking amazing. I just put my Under Armor on and a light sweatshirt for wind and I'm completely all set. I got it for 50$ at Olympia. Most sports stores have Under Armor, but remember that it's ColdGear.