+1 on proper fitting shoes. (But note that many people have to make some compromises when they fit shoes. For myself, I've just radically rearranged my idea of what compromises are appropriate, which shoes "fit" and which "don't.")

Here's a warmup routine Wahine posted back in the spring that's been really helpful for me. Before that, I like to do the "body looseners" recommended in the Chi Running program.

+1 on not stretching cold muscles. Actually, I was taught that even after a warmup, there's no benefit to stretching before a workout. Definitely stretch afterward - calves, hamstrings, quads, adductors at a minimum.

There's pain and there's pain. Some muscle soreness is to be expected any time you're adding or increasing activity. Cramps are common, but not what I'd call "normal," especially if you're getting them frequently - there are LOTS of things that can cause them - form, nutrition, hydration, improperly fitting shoes, etc. Joint pain, or pain the next day in your arches, heels or Achilles tendons, means that something's wrong. Attending a running clinic, joining a Chi Running group or another running club are possible ways to figure out how you can run pain-free.