On a surprising number of days in winter, you'll find that you really don't need too much extra clothing.
If it's really cold, some lycra running tights/shorts under your joggers or more cheaply, a pair of womens tights. You can buy thicker winter running tights or technical base layer tights... but you will only need them on the coldest days, and can be a bit expensive .
Something like a Helly hansen 'base layer' top is useful. You can wear it by itself or if necessary under another top or a wind/rain jacket . I would avoid non technical T shirts, once they get wet with rain or sweat, they stay wet.
I often find that unless it's very windy or raining that my jacket ends up tied in a lump around my waist.
If there are no street lights then you could use a head torch. I've not tried one, we live in the sticks and I don't run in the dark unless I'm in the UK .
For visibility, high vis hats, fluorescent bands, those flashing led lights,
Enough ideas to dress yourself up like a Christmas tree here.http://www.rspp.co.uk/sport-safety-26-c.asp