It's difficult to get going, but once I do (it takes me about 5 miles of good effort to get warmed up) I generally find it to be well worth it. Especially in late winter and early spring after the short days of winter and having been locked up inside all the time. Of course, getting equipment sorted is essential and takes some thought and experimentation to find what works in what conditions. The issue for me has always been to find something that keeps me warm enough but still allows sweat to evaporate, because if it doesn't and builds up,the wetness causes me to get cold again. Jackets with membranes, either Gore-Tex or Windstopper, would not breath enough. So, for a long time, below 45 F, I wore two thin windbreaker type jackets of the type without any membranes, and would wear one, two, or even three jerseys underneath of varying composition depending on the conditions. Some were regular thin long sleeve, some thermal, some merino wool...when three, the closest one would be sleeveless. This year, I got a Gore Phantom II jacket which has Windstopper in the front and sleeves but the back is stretchy fabric with no membrane. This has worked very well for me and has reduced the number of layers I need underneath.

Other things: Tights with barrier fronts, skull cap and helmet cover, shoe covers...