The secret to enjoying a winter hike (or other winter workouts) when the temperature is in the single digits is dressing properly for the conditions. Sure, your normal clothes are enough for a 15-minute stroll through a city park. But for a long hike in frigid conditions, you'll have a much better experience if you dress appropriately and stay dry.
A Hat Is a Hiker's Thermostat
It's the easiest piece of clothing with which to modulate your body heat, but also one hikers stubbornly ignore. Keep a hat on when you're cold, off when you're hot, and buckled down tight when the harsh winds blow. If you're a hiker that likes to stay connected, a hat like this knitted Unisex Beanie Hat with Bluetooth Headset ($2.99 with $3.99 s&h) offers a built-in mic and 33-foot range.
In extreme weather, especially with wind, you can beef up your head protection by donning a balaclava — especially one that's not made of cotton. In winter hiking, cotton is your enemy; it gets wet and stays wet, ruining any insulating properties by turning a chill into a freeze.
Layering Keeps Your Core Warm
Wearing several layers you can don and remove as your body temperature dictates is the way to go. Start with a lightweight synthetic like the Head Men's Compression Shirt Base Layer ($7.99 with free shipping), which will wick moisture away from your skin and allow it to evaporate, keeping you dry and warm.
Your second layer of clothing should be made of a heavier yet breathable material, like the Under Armour Women's Fleece Twist Hoodie ($35.99 with free shipping, 40% off). For an outer layer, try a rain jacket to keep out both rain and wet snow, and block the wind. Any fabric that allows perspiration to escape while remaining rainproof is best. The Marmot Men's PreCip Rain Jacket ($64.73 with free shipping, a low by $5) is a good selection.
I usually only wear two bottom layers, since my legs are doing almost all the work, and thus generating the most heat. I first suit up in a pair of long underwear. Consider the SmartWool Men's Microweight Long Underwear Bottoms ($51.93 with free shipping). For an outer layer, women might like the Eddie Bauer Women's Polar Fleece-Lined Pants (from $54.99 with $9.99 s&h), which have moisture-shedding technology to help keep you dry and warm. Some hikers prefer rain pants to match their rain jacket, but I've found them a bit too hot and annoyingly noisy while walking through picturesque winter landscapes.
To keep my lower legs and feet dry, especially in muddy or snowy conditions, I highly recommend high gaiters, which wrap around ankles and calves and hook into the top of your boots.
Put Your Best Foot Forward
The most important piece of gear, in my opinion, is footwear. Any light hiking boot or running shoe will suffice on dry urban trails, but if you are bound for the backcountry, where you might have to scramble across creeks or wade through snowbanks, you would be well-advised to invest in a pair of boots. A good pair might last most of a lifetime, so they're a worthy investment.
Leather boots can be waterproofed with a coating for winter and wet conditions, and breathe easily enough to keep you from getting cold feet. Consider Magellan Outdoors Men's Hillcrest Hiking Shoes ($49.99 with free shipping, 16% off), which have waterproof leather uppers and Hydroguard tricot.
Along with a good boot, socks can make the difference between a happy hiker and a miserable one. Here too, think layering. Start with a light, synthetic liner sock, and then pull on a pair of the Bridgedale Pathfinder Socks ($7 with $5.95 s&h), or other synthetic or wool hiking socks to keep your feet warm even when wet.
If you're heading out in severe conditions, think about layering your gloves, too. I'd put on glove liners to start with. Cover these with some mittens — fingered gloves expose more of your hand to the air, and are therefore less warm.
You may end up looking like the Michelin Man once you're all bundled up, but that's a small price to pay for a full day of comfy hiking.