In reply to elliot.baker:
For cold(ish) long runs I often wear a pair of compression undershorts (cycling short length) with a pair of running leggings over. No shorts over the top for me, but then I don't care if people scoff at my chicken legs (and the rest, or lack of).
Take a pair of lightweight waterproofs to stick on if it really gets wet/cold.
As other have said running leggings are essentially tight lycra and much better than thermals as an (outer) running layer. They wick well, are fairly wind proof and keep you reasonable dry in the rain (for a while anyway) and work better when wet, as no flapping about.
Alpkit have some great trail/running leggings, well cut with some handy pockets.
https://www.alpkit.com/products/koulin-trail-tights-mens