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AreThoseMyFeet - I can vouch for that. I was in Winnipeg in 1997/8 for 4 weeks over Christmas and New Year and I couldn't believe it - ludicrous. The friends I stayed with plugged their cars into heaters to stop the oil freezing (I think) and started the car with a key fob from inside the house to warm it up.
Also lived in Chicoutimi, Quebec for 6 months in 1990/1991 - not much warmer there and much more snow - I couldn't believe it. Those were my student days though so only running I did then was between pubs.
Oh yeah, all the parking lots have rows of plug sockets for the cars, and remote starters are very popular. I don't drive though, so it's the heated bus shelters that I'm thankful for.
However, I'd take stupid minus numbers over stupid plus numbers any day of the week.
Personally, I'd call those gadgets for running on ice ice cleats. The stretch-over types are sold in ordinary shoe-shops here in Norway. They help prevent people breaking hips in the winter. It's been minus here for a few days so I've just been getting used to my Ice Bugs again, training for a marathon next March. My other half uses ASICS Arctics. The main differences are that the Ice Bugs protrude whereas the ASICS are protected by the tread and are replaceable.
Anyway, on the original topic, I agree that wind and driving rain, or a sudden icy wet shower are the worst.