I started getting them really bad when I picked up my running a few months ago. I got up to six miles/day and it hurt like hell every time. I have had to lay off for a month now because I ended up with stress fractures on my left shin. Had to stop right when I started this cycle too, but I think the gear is speeding up the healing. I haven't been able to run for 3 weeks now and I think I'll give it another week. I was doing alot of things wrong that led up to getting shin splints. I was:
1) running in tennis shoes instead of running shoes
2) running on concrete surface
3) running on a curved, variable, and sometimes uneven surface (cement walking trail around a big pond at my apartment complex .... lots of chicks there!)
4) Running 7 days/week with no breaks
Now, I have bought a pair of Mizuno top-of-the line running shoes and I plan to start back at 2-3 days/week and work up to no more than 5 days/week.
What I learned is that the shoes make the most difference. I'm 6'4", 230lbs and that's alot of shock on the shins to run on concrete without adequate padding and support like you get from running shoes. Basketball courts are also bad on the shins.