I'm no expert, but for me personally, my shin splints went away immediately when I changed my running stride from heel strike to toe strike. I learned this when I tried running in minimalist shoes and the complete lack of cushion meant I would be bruising my heels. So, I stopped slamming my heels into the ground and instead land with the ball of my foot, absorbing the impact with the flex of the foot. I think of it as treating the cause rather than the symptom. It's an adjustment, and I was a bit sore in some muscles I previously didn't even know my foot had in there, so I had to work up to it a bit. Since I got used it though, I actually really enjoy the feeling of my feet and legs while running. I've also heard that the toe strike stride is less energy efficient, so apparently serious athletes never use it. If you're running just for the exercise or for fun though, I recommend giving it a try.