I remember the first time I suffered from shin splints. I was a freshmen in high school. It was during soccer, and we were mid-way through the season. This was my third year playing soccer. I had no idea why my shins were burning and aching so bad and my coach said, "I think you have shin splints." I remember having to crawl off of the field one game because my legs hurt sooo bad that I couldn't bear it to walk.
I don't think I was being overly dramatic.
The athletic trainer sprayed my legs with this sticky spray and proceeded to wrap my lower legs with pre-wrap and then athletic tape. This made it feel 75% better. The increased pressure helping the muscles to stay closer to my tibia - the larger of the two bones in the lower leg - significantly reduced my pain. By the end of the season I wasn't really having an issue with it anymore and I never have since. Knock-on-wood.
This would be the right lower extremity - so the red area is on the medial part of the leg:
The term 'shin splints' is a generic term that can mean various issues with pain in the anterior lower leg. Shin splints could be stress fractures in the tibia, poor bio-mechanical alignment, a muscle strain or tightness in the anterior tibialis, or the more serious anterior compartment syndrome. I believe mine was just secondary to overuse of the muscle, it being stressed and re-stressed causing micro-trauma to the soft tissue.
Shin splints are pretty common in sports where you are having to sprint a lot, run on hard surfaces, or where you have quick changes in movement.
If you are suffering from shin splints, stretching the anterior muscles of the lower leg will help a long with strengthening. Make sure you check your shoes - are they wearing out?
Shin Strengthening with Resistance Band:
Remember RICE - Rest, Ice, Compression, Elevation
Try having your shins taped or wear compression socks or sleeves made for long distance running such as the ones that Pro Compression make. Link: http://www.procompression.com/marathon-socks/
If all else fails see your doctor and they will refer you on to someone who can correct the issue. There could be something going on structurally that is causing you to have this continuing problem.
Have you ever had shin splints?
Running injuries in general?