Want to take your winter workout outdoors? Dress in layers that you can remove as you start to sweat and then put back on as needed. Start with a thin layer of synthetic material, such as polypropylene, which draws sweat away from your body. Next try fleece for insulation. Top this with a waterproof, breathable outer layer. If it's very cold, wear a face mask or a scarf over your mouth to warm the air before it enters your lungs. Remember to wear a hat and gloves, too.