My favourite way is doing bootcamp, but unfortunately I can't go on with my bootcamp because of my shin splints. That's why I need to get it better, and fast. I love jogging as well, and I've recently joined the gym again, Virgin Active, to be able to exercise without having to put pressure on my shins, which helps. But then again... I'm not exactly fit. Or thin. But at least I work on it as much as I can.