Second, don't overdress. Notice the sun outside, and try think about what that's going to mean, a couple of miles in.
Apply sunscreen. Do this for health, but also because it kind of tricks your mind into thinking it might be summer. You know, like Antarctic summer. This trickery can be intensified by listening to summery music really loudly on your iPod (under your earmuffs). I would recommend Edward Sharp and the Magnetic Zeros's "Home".
Pay attention while running. Sunscreen or not, it's a mess out there, so watch where you're going. When crossing from street to sidewalk, jump, if necessary, to avoid puddles, but also know that sometimes there's no avoiding the slush puddle. Suck it up and splash through. Look for the snow looks like brown sugar. Run on that. It's not icy or slushy, and is the most satisfying to run through.
Notice how many new muscles you're recruiting trying to keep your balance. Think of that when you cut your run a mile short.
Seriously, pay attention. As much as you'll want to, avoid getting into the zone. The "zone" on a day like today means only one thing: slipping, baby horse-like, legs out in every direction, in front of cars.
Ignore the wet socks when you get home. Stretch (a bit), and shower hot.