I'll often wear gloves at the start of a run but I'll take them off once I'm warmed up, and it needs to be pretty cold for me to keep them on. I generally use fairly light gloves, but they have the windstopper material in them. I only use a hat (as opposed to a cap) when it's really cold i.e. well below freezing, and that's just to protect my ears. I use a fleece hat that I got as a race souvenir. I use a cap when it's raining sometimes just to try to keep the rain off my glasses, but to be honest it isn't that successful. If I need to take the hat or gloves off at any point I just shove them down the back of my shorts. As I wear Skins compression shorts they're held in place without problem and they don't cause any discomfort at all, not even the solid brim on the cap.