Preface: I am not a doctor and am not certified to speak definitively about any of this!
When I was younger I tried to get into running, and was actually doing it pretty regularly for a good distance. I started to hurt myself though... shin splints, groin problems, knee pain... so eventually I stopped. I had all the wrong technique, stretches, shoes, etc., so I can't fault my body for that one - just my lack of proper preparation.
My cardio of choice is now cycling - much gentler on your body and the scenery changes faster! My only fault with cycling (particularly outdoors, as opposed to a spin class inside or similar) is that it's very hard to burn the same number of calories per minute as you do running. So, if you want to burn the same amount, you have to workout longer - and ain't nobody got time for that!
I'm trying to work a bit of running - not a lot, but a bit - back into my workout routine. To that end, I've started trying dynamic stretching, which seems to be the new normal when it comes to preparing for exercise.
These 6 stretches are super easy to do and remember, and I really do feel like they help too: http://www.runnersworld.com/stretching/dynamic-routine
Like I said - I'm no expert. Any runners out there are welcome to reply with their own suggestions and I'll post them! But if you're just getting started, starting on the right note is key.