The big secret to exercising outdoors in the winter is to wear as little as possible. Yes, you read that right. You want to wear as little as you can get by with and still be comfortable. Think of this as the "20-degree rule": Dress for weather that is 20 degrees warmer than the actual temperature. That way, you'll be a little chilly when you first head out but toasty once you get moving.

Your clothing should cover as much surface area of your body as possible and protect you from the three major winter elements: cold, wind and precipitation. Instead of wearing one or two pieces of big, bulky clothing, wear three thin layers:

• For the innermost layer, choose a material made from polypropylene or olefin. Both are better at wicking perspiration away from your skin than natural fibers like cotton or wool, which tend to get damp and clammy with sweat.
  
  
• The second layer serves as an insulator. A loose, lightweight sweater, sweatshirt, or long-sleeved T-shirt traps warm air generated by your body heat but lets you move without restriction; Gore-Tex works well because it breathes, but natural fibers are also good choices.
  
  
• A light, easy-to-open jacket acts as a shield from the wind, rain, and snow. Look for a garment that's both breathable and waterproof -- that is, something that allows your sweat to evaporate yet still prevents outside moisture from seeping through. Gore-Tex and other synthetics are your best bet.