[quote name='daschrier']Every running shoe is different. Each type of shoe caters to the foot/walking type of the person wearing them. What you need to do is go to a good shoe store, not one in the mall, where people know what they're talking about.[/QUOTE]
This guy has it right on the money. You want the *right* running shoe for you, you need to have someone watch you run.
That being said, how much running are we talking about? If you're running under 15 miles a week, and you aren't that serious about it, the shoe probably doesn't matter that much, because you won't be in it too often. If you're starting to become a serious runner or training for a 5k/10k/Marathon, then you need to go out and get fitted becuase the wrong shoe can result in major injury problems.
As for the shin splints, their cause is hard to diagnose over the internet (and even in real life, for that matter), but lack of proper support from shoes is definitely a potential cause. Aside from changing the shoe, you should ice the shin daily after you run (if you don't have an icepack a pack of frozen peas works nicely), and take an NSAID every day until the pain goes away. You can also dig in and massage under the bone, but that's painful and not a lot of people like doing that. They can last up to two weeks - at that point if you've switched shoes/been icing and they still aren't gone, it's most likely a mechanics problem and you should get someone knowledgeable to take a look at your form.
Got any more running/training questions just post here or shoot me a PM.
in' Zubaz.