SAFD: it depends on when the cold weather is happening--the first cold days of late fall are a lot different than the first less-cold days of early spring, despite the temps being the same.
When it first starts getting cold, I tend to jump into my long leggings and long sleeves right away. And when it gets properly winter cold, I've got insulted leggings and cropped insulated jackets (which sounds odd, but my torso is short and long jackets just ride up anyway) and I just keep running no matter how cold it is.
Once winter breaks a bit, I break out the capris and t shirts, and once it's about 50 and sunny, I'll switch to tank tops.
I did layer up quite a bit for MW25, with a long sleeve shirt under a tshirt, and long insulated leggings, or at least long leggings, under my skirts.