I've had lots of problems with shin splints. Couple of things that haven't been mentioned:
Some of the problem is an inbalance between your calf muscles and the little muscles around your shin bones. To work those muscles - sit on a chair and put a towel under your bare feet. Using your toes, crunch the towel up. This will work those little muscles, and provide some relief from the pain. Another one is to use your toes to "draw" something (like the alphabet) in the air. Go slow and deliberate, and use the max range of motion.
Stretching those same muscles - get down on the floor, on your knees, with your feet under your butt (hard to describe without visual aids). Lean back to stretch your shins out. You can also stretch them in a standing position by putting your toe behind you, with the top of your foot touching the floor, press your toe to the floor to stretch the shin.
I always have problems as my combat boots get worn - the outer part of the heel wears sooner than the rest of the boot cause of the way I walk. I think it's called underpronation - I roll from the outside of the foot to the inside. The wear on the soles of my boots makes the underpronation worse, and makes the shinsplints worse. Anyway, turn your boots/shoes over and check the wear pattern. With me, once I exchange them and have flat soles again, my gait returns to a more normal state, and the shinsplints get better.
The other advice is good too - especially the surface you run on. Concrete is really bad for shin splints.
