When contemplating what to wear for a run on a windy day, keep this in mind: not all wind is created equal.
Fall and winter tend to have cold winds, while spring and summer lean toward neutral and warm wind. The best way to figure out what you need when it's windy is to check the 'Feels like' temperature.
If the feels like temp is below the actual, the wind is cooling, which means it will be harder to work up a sweat and, once you do, you'll cool down more quickly if you stop running. Add a wind resistant running jacket to keep your core warm in these conditions.
If it feels the same as the actual temperature, you know you don't need to modify your gear much. If the feels like is above the actual, it's probably not caused by the wind - it's more likely very humid, which is a whole other topic!
Temp: 52 (actual and feels like), cloudy
Wind: 30 mph gusts
Precip./Humidity: None, low
Terrain: Rolling to flat
Distance: 2.5 miles
What I Wore: Because the strong wind wasn't affecting the temps, I stuck to normal mid-50s gear: hat, long-sleeve tech top, capri pants (for guys, this means shorts or tights - it's up to you).
Did It Work: Yes, but I wouldn't have minded a VERY light pair of gloves. The wind wasn't cold, but it was strong enough to give me a wind burn feeling on my hands. The rest of me was comfy and I worked up a nice sweat punching through the headwind.
New info: I just read in Runner's World that running into the wind can require 7% more effort. Keep that in mind when you're tempted to layer up - you'll be working harder for part of the run, so you'll need less coverage.
Sorry no photo with this post - today's outfit, while it worked, was so mismatched, I looked like a fit hobo. No one needs to see that!