Don't jog with ankle or wrist weights. They do have a place in training, but generally when you are very strong, and for specific movements, not casual things like jogging.
If you are overweight, your body fat will add plenty of added resistance. If you want to increase the workout, run for longer distances, or at faster speed (same distance in less time), or on more difficult terrain, like uphill.
You can add some weight training to this, but body weights really have no place in running. If you must have resistance, dragging a sled is generally the least harmful, followed by using a weighted vest, or pushing/pulling a wheelbarrow with weights in it.