These aren't the ones I own personally but they seem similar enough. Basically a compression sleve that covers your lower leg.
I was running up to 10 miles when I started having shin pain for even less then a mile. Since getting them I'm comfortably back up to usual distances for 10+ miles. I even ran a marathon wearing them.
Other then that I have support running shoes (some asics) and orange super feet insoles. Unfortunately combined this probably worked out to 200 but I just went to shorts chalet and bought it all, didn't really look out for the best prices. I run on the road so I think it's pretty hard on my knees but with these three things combined I've had no problems over 6 months of a least 20 total miles a week (normally a 10 and two 5s).
Paired with some Dr. Scholl's sports gel inserts and a very slow rate of increase in distance and I was able to get to the 5K level.
I always denounced expensive shoes as heavily marked up brand mongering, but at least for athletic performance you really get what you pay for. I would recommend hitting up a real shoe store and getting fitted with the right shoes by a pro.
If you have access to a recumbent bike or elliptical, doing HIIT can be quite effective. It's done wonders for me.
I actually started getting in shape with the basic cardio routine from Power 90. It's really easy to do anywhere and does a pretty good job of working up a sweat.
http://www.amazon.com/dp/B000VEVVIA
Stick with it and hopefully you'll find something that works for you!