I have very small ears and have always struggled with headphones. In fact I just ran with a headband over my ears to keep them in (so attractive!). That was until I came across Yurbuds (for Women). You kind of twist them into your ear and they do.not.budge. No pain either! Brilliant! Sound quality isn't the best but I don't care too much about that anyway - I just want to hear some noise.
I have Correct Toes from Emperors New Shoes and out of the toe separators I have tried they are the best. They are slim enough to fit into wide shoes but only into wide ones. However they are comfortable to wear around the house and I have no problems walking in them. Not sure what kind of runners your have and if you are planning to run wearing the toe separators but these are the ones I would personally recommend. By the way - I have nothing to gain by recommending these, just really crappy feet so a lot of experience in the area.
If you are moisturising before going out in the cold, make sure you give the cream at least an hour to sink in. Try adding a hyaluronic acid serum under your normal moisturiser after the runs to get all the possible moisture in you can get.