I'm sure you have plenty of answers by now (I'm not being bothered to read the whole thread) but I've been wearing a pair of Adidas short tights under my running tights when it's cold. I've managed this in 1 degree F so far with no frozen manhood. Without them, the tights alone are not enough (agreed the wind makes it through).

I think the adi shorts were around $20ish bucks. Well worth it.

ETA: didn't realize this thread was so damn old!

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Empire Tri Coach
Team Gatorade Endurance
USATF Coach | NYRR Distance Pacer
Dad of twins