I couple of winters ago I was having this dilemma, but I came across an idea that made a world of difference- putting sheet metal screws in the bottom of my shoes. A lot of people I knew were using Yaktrax or MicroSpikes, but I wasn't too eager to spend $40 for slip on traction, so I did some searching and found that a lot of people use sheet metal screws.
I went to the local hardware store and found hex head screws with the shortest shaft I could (to keep the point from poking up into the bottom of my foot), and it only set me back about $3. The real trick is to make sure you get hex head screws- the sharpness around the top of the screw digs into the snow and ice perfectly.
Here's what the finished product looks like (not my photo- found this on google images):
So, there's one less excuse for you to use to avoid getting out and running this winter! Play safe, and have fun!