You could wear all black if you don't want to be seen. Black shoes, black sweats and black gloves and hat, along with sunglasses should do the trick.

On a more serious note, it really comes down to whether you'll be running in well-lit areas or not, and also whether you'll be running on roads. If you'll be in traffic, make sure to wear bright (or reflective) clothing so that cars can see you. Also, remember traffic laws: pedestrians are supposed to go against traffic.

In general, it's probably not a good idea to run in dangerous, dark neighborhoods. Use your common sense.