I've had a few issues with shin splints. A few tips that have helped me:
- Stretch the muscles along your shins before starting the run (and stretch after). I've done this by pressing the top of my big toe into the ground to stretch the front of the shin, then flexing the foot upward to stretch the muscles along the sides of your shin.
- If you are on a run and you start to experience significant shin splints, stop your run there and walk the remainder. It is always a bummer to not be able to finish a run, but in the long run it is better to promote quick recovery of the shins rather than risk significant injury.
- If you are just starting to get into running, or you are beginning again after a break from it, make sure to give your body adequate time to recovery in between runs. Depending on how taxing the run is on your body, this could be a few days to over a week. One of the most important principles of training hard in any discipline is learning to find a balance between optimal development and avoiding overtraining; running is no exception.