In order of preference:
1) trails
2) trails
3) trails
4) two-track trails (the first 3 were singletrack)
5) dirt / gravel roads
6) pavement
999,999) concrete
1,000,000) treadmill

Actually, I take that back - the treadmill shouldn't even be on the list. I pretty much wouldn't do it. Maybe if I was locked in a room with one for a month, with no other exercise options....

When I was marathon training, I did get to enjoy some of the more scenic, shady, paved roads around here (which are awesome, I must say), but normally roads just pound me and bore me to death. I see people running along the highway all the time - I always wonder why, when it's straight, wide, cars are whizzing past at 65, and there is no shade. I don't really enjoy running on the gravel road I live on (and it doesn't have much actual gravel left) - something about the wide, semi-straight so you can see for a long way qualities of a road just make it all feel like a chore. If I'm on a road, I'd much rather be biking.

Oh - the question. I don't really do anything different, but I do need more cushioning in my shoes for pavement. Those VFF things - don't you get beat up running in them? I just think about how my legs feel when I run, and I just don't think I could wear them. I wonder about blisters, too - anybody care to comment?