La cabeza: I almost always run with a head covering of some sort. In the winter, I have a black Saucony Dry-Lete Skull Cap that I got for $20 at Potomac River Running Store. During the day, I use a Brooks hat that I picked up from the MCM Expo last year - I'm assuming that it's this one. Occasionally, I'll go the headband route in extremely hot weather - to allow the heat to escape through the top of my noggin. In these instances, I use the Halo II headband, which is superior for keeping the sweat out of my eyes.
Headlamp: I do a lot of running in the dark in the early mornings, and I have found that my favorite headlamp for running is the Tikka2 by Petzl. The only issue I have is that using it 4 times a week for 45 minutes to an hour sat a time, I have to change the batteries once a month.
Shirts: I accumulate a good number of race shirts, so I don't have to buy many. But when I do, I have found that the C9 gear found at Target works as well as most shirts you get from races. And for about $14-16 a shirt, they're economical, too.
Shorts: Again, very fond of the C9 shorts, although the drawback is that they don't have any outside pockets, and only a hidden waistband pocket large enough to hold a house or car key. But I don't experience the chafing in "those areas" that I got with Nike shorts.
Socks: Like Tai Fung, I am also a big fan of Feetures. I am especially fond of the Elite Light Cushion sock with the No Show Tab. These socks have a left and right foot design, and provide great arch support. I make it routine to buy a new pair each time I buy a new pair of shoes. They're that good.
Shoes: OK, here goes. I have been brand-loyal to Brooks for years. After I suffered from a strained calf in 2009 because of a bad shoe recommendation, I was steered towards the Brooks Adrenaline GTS stability running shoe. For someone with an extra-wide foot (4EEE width), my selection is limited, but these worked for me. And for 4 years, from the GTS 9 to the GTS 13, these shoes were problem-free. But this year, Brooks made a change to the GTS 14 shoe, and I had to steer myself away from the Adrenalines. After just 3 runs, my feet hurt, I was getting blisters on the bottom of my left foot, and, frankly, the shoe wasn't comfortable. I have since started stocking up on GTS 13's before they're all gone, but in the meantime, I am using the Nike Zoom Structure 16. The Nike's are doing the job, but I'm not enamored with them.
My shoes wouldn't be complete without LockLaces. I was forever suffering from untied, over-tight, or too-loose shoe laces on my runs. Since switching to LockLaces, my shoes are a consistent fit each time I step out the door.
Accessories: Like many runners, I will NOT leave my house without my RoadID. Simple as that. For $20, it's peace of mind. Buy one.
Staying with the "peace of mind" theme, I also use a SpiBelt to carry my iPhone with me when I run. I place the pouch under my shirt and on my hip when I run, and I barely know it's there. Very comfortable.
I also run with a Garmin Forerunner 110 that I purchased in 2010, and that is still going strong. It's not clunky like other running watches, and it does what I need it do do.
Lastly, hydration: I am a big believer in the power of Nuun nydration tabs (Kona Cola is my favorite) and GU Energy gels (Vanilla Bean). When I'm on a long run, I can take GU and wash it down with Nuun and not get the stomach distress that would come with mixing a gel with a sports drink like Gatorade.
So there you have it, no raindrops on roses or whiskers on kittens, but this is what I stick with when I put feet to the asphalt 5 times a week. I hope that my recommendations help you if you're looking to change or help your running adventures.