This is my first winter with chickens. I was at Home Depot the other day and was all set to buy a roll of 4 mil plastic sheeting to wrap my run with. I had some concerns that it wouldn't hold up to the wind, then I remembered reading on here about the shower curtains. I found one that was marked "Heavy Gauge" so I bought one to try. The temp was in the 20's with a stiff breeze when I went out to staple it up. The lousy thing became so brittle in the cold that it shredded like tissue paper in my hands. Glad I only bought one. I know others on here have had good luck with them, but I won't waste my money on them again.
I've since decided to go a different route, and I'm not sure why I didn't think of it before. I've done a bit of upholstery work with boat seats, covers and bimini tops. There are several vinyl sheet products (Plastipane is one that comes to mind) that are used for window material in boat tops, sailboat sails, and pop-up campers. These are available in heavy thicknesses from 20 to 40 gauge which is several times thicker than the heaviest sheeting you can get from the hardware stores. It's UV stable and remains flexible down to -30 degrees. It's crystal clear rather than opaque like sheeting, which is important to me since my run is very small and I want the girls to be able to see out. I am going to make fitted panels for mine that I will be able to use season after season.