often shin splints are the result of poor biomechanics and excessive twisting of the tibia (shinbone) causing tiny microfratures in the bone itself with related pain.
you may want to get a foot biomechanics assessment or consult a podiatrist for some inserts for your shoes. you may also want to start a flexibility program concentrating on the calves, hamstrings and hip flexors. try some core training. it may sound wierd but a weak core can lead to injuries in the far extremities. our skeletons are just like a bunch of levers anchored by a single (stable?) unit, the core. all muscles are attached to the core either directly (legs) or indirectly via the spine (arms). see the articles in the archive of my website at
www.bossfitness.com for a better explanation of the importance and relevance of core training in sports.
also if running is your passion, tim noake's book "lore of running" is an excellent buy and deals with any single question you can think of that has to do with running - including shin splints. the book is available from bossfitness.com too.