One of my favorite running accessories are compression sleeves. Not really for the compression. Its great way to keep warm and cool without the bulk.
Often when I start a morning or evening run, its a little chilly. But after 2 miles in, the body heats up, and I can't wait to take off my jacket. But with arm sleeves, I don't need to. I can usually run with them on, or take them off and not have to carry a large bulky jacket around my waist. Sometimes I roll them down to my wrist and use them as to wipe off the sweat on my face.
Another great reason why I love compression sleeves is during races, I like to pour water on myself to keep my body temp down. But the water quickly evaporates off my skin. By pouring water over the sleeves and the sleeves will absorb the water keeping my body cooler, longer. And because they're made of a dry-fit material, it doesn't get heavy or weigh me down. A few miles later, the water evaporates, then I repeat at the next water stop.
you can find them at most athletic or running stores.
Here are my favorite ones on the nike site.