I used to get shin splints all the time until I started stretching them before and after a long walk or run. A good way to do this is stand with your back to a curb, hook the top of your foot over the curb and pull towards the sidewalk. You should feel it in your shin.
Gotta love shin splints!! I am dealing with the same issue.. It generally takes me the first 30 minutes of high activity before they can't hurt anymore. A new friend who's struggling with the same problem suggested lifting small weights with just the front of your feet. It's worth a try.
There are several potential causes for shin splints. You may have increased your mileage too quickly, added hills, increased your pace, or run on a harder surface (concrete). If this is the case, ease off until your shins feel better and then increase gradually.
If you have low arches and your shoes show wear on the inside of the sole, you may be overpronating and a motion-control shoe may help you.
You may be overstriding and landing on your heels. Count the number of strides you take per minute. The easiest way to do this is to count the number of times that your right (or left) foot lands each minute, then multiply by 2. If you breathe in the common 2-2 pattern (breathe in for 2 strides, breathe out for 2 strides), you can count the number of breaths you take in a minute and multiply by 4. Studies have shown that 180 strides per minute is optimal for efficient running. If you get an number that is much lower than 180, you are overstriding. Shorten your stride and increase your leg turnover, making sure that your feet land under your body.
Boston Marathon Finisher