Mayo Clinic: Exercising in the cold

I've written on this topic before but it bears repeating: Bundle up while you're exercising in the cold.
Common sense, you say. Perhaps. But layering is key. First, no cotton. Start with a polypropylene layer (the breathable material that doesn't stick to your skin) then fleece or wool, then a jacket. Second, the head and hands and feet are vitally important. With most of the heat going to your core, these body parts need concentrated heat and attention.
Here's an article from the Mayo Clinic.
Also, based on personal experience, the warmth of your house can fool you. I started out last night on a walk (layered, of course) but at the beginning I didn't think it was too bad. Within 10 minutes, I'd re-thought that position.
Stay warm, y'all.