I have been running competitively for about 15 years, and I finally got rid of my shin splints about 8 years ago. But my shin bones are toast. They feel like sponges. From my personal experience, shin splints are at their worst when your calf muscles are too strong for your shin muscles, and pull on them, therefore pulling them away from your shins, causing little tears. In addition to good shoes that fit your stride (most important thing to help your shin splints--I like New Balance 856's), and stretching, you need to strengthen your shin muscles. You can do this pretty much any time, any place. When you're sitting down, (or standing up) lift your foot up, with your heel on the floor. Point your toes up towards your knees. You should feel it in your shin muscle. Do this several times a day, and it should help. One caveat, you will be sore for a couple of days