I went running once in Chicago and it was down to about -5. My friend told me I should wear a wooly hat so I would not loose too much heat but I thought I would not need it, big mistake. I got half way through the run and started feeling funny. So I think it's ok to run but you need to wear the right clothes. Nice place Evanston right near the University and the lake. Regards BH
..............Temperature has nothing to do with it for me, though it's easy for me to say........we NEVER get below zero here. Doesn't happen. I've been running in 20 degrees with frozen rain coming in at my face sideways plenty of times. The only thing that keeps me off the roads is ice.
lol Here in canada is cold half of the year and a LOT of people run nonetheless or play hockey outside ... Just be sure to wear a lot of layers and a scarf. I personally think that there is a big difference between training inside than outside. Training outside give you more energy because of the natural light.