Yes, I ran a 5K in Lincoln Park (Chicago) on January 1st and it was freezing! My stupidity wasn't running in the cold but in forgetting my running shoe "studs" at my cousin's apartment. I managed to beat the young buck but I would have been a lot faster with my studs.
When it comes to winter shoes for our vehicles, we do have choices between running studded tires or Studless Ice & Snow tires as covered in our winter / snow tire overview. Tire Rack is headquartered in cold and snowy South Bend, Indiana, so we know winter weather. Most of our employees run Studless Ice & Snow tires because we prefer the balanced handling of these tires, and they include the Continental WinterContact SI, Michelin X-Ice Xi3 and Bridgestone Blizzak WS80.
Studs are most effective on ice so they're the obvious choice for a zamboni but they're usually not the best choice for the wide variety of conditions you'll see in 100 days of winter. Snow doesn't provide enough resistance to the stud, so there is no difference on snow between the studded and unstudded version of the same tire. Studs limit the amount of rubber contacting the road in slush and dry pavement, lowering traction compared to an unstudded equivalent. Studless Ice & Snow tires are just as good on ice as studded tires? Yes, and I didn't make it up.
Some drivers are simply more comfortable with the traditional traction of a studded tire. If local rules allow use of studded tires and you don't mind the noise and traction trade-offs, continue to use them. Others (like many here at Tire Rack), like the well-rounded winter performance of a Studless Ice & Snow tire. Regardless of your choice, winter tires make sure you get to the places you need to be during the snowy months of the year.