I run with a Psolar.X face mask when it gets to be sub-zero. It has a filter that warms the air as you breathe in so that you never have freezing air hitting your lungs. I have the half-facemask, but I'd recommend the balaclava if you can get it. The half-facemask stays up by hooking over your ears, which doesn't work too well for me.
The mask is incredibly effective -- I ended up overheating a few times while running with it! The other problem I've experienced is that sometimes the air I exhale ends up sneaking out behind the mask and hitting my eyes. Before long, I'm fighting to keep my eyes open as my eyelashes freeze together. I find it amusing, but I'm weird that way. 
Don
"Don't fear moving slowly forward ... fear standing still" - Kathleen Harris
"Last is just the slowest winner." - C. Hunter Boyd