I had them in the army bad....sitting in a hot tub relieved my pain. Might wanna try inserts in your shoes also.

the way to strengthen the muscle and not beat it down is simple. sit on your ass and trace out the alphabet with each foot. you gain strength in the shin muscle as well as flexibility in the ankle do it a couple of times a day while your watching tv. http://en.wikipedia.org/wiki/Shin_splints

What surface are you running on? Back in high school when I played tennis we did all of our conditioning on the courts... That constant pounding made the shin splints terrible. I just really had to emphasize stretching constantly.

Once you get them, ice them and tape them up. They make a wrap that you put on (before taping I think) so you don't have to shave your legs. I couldn't do that (forget why) and spent a few hours shaving my lower legs. It sucked.

There is a special technique for how to tape them, I forget it though. You basically have to try to pull the muscle back up towards the bone with the tape (so wrap it from the outside inwards).