Bumping this thread as I've started being plagued by awful shin splints (ever since I've upped my running to three times a week).
I'm going to buy a new pair of running shoes first, a look into 'squishy' orthotics (gel inserts). Can I get these from a sports store?
Also, several people have mentioned strapping my shins - how would I do that? Does anyone have an illustration or description as to where the pressure should be applied? I'm concerned it would all come away as I run and annoy me.
I will only go to a podiatrist if I have to.. Busty went recently and the price is a little prohibitive ($390 for orthotics even counting private health rebates, plus consultation fees!

).
Some great information in this thread, though - thanks guys!