Running

I echo the comments on shoes. Shoes can feel fine when you put them on, but with the constant effect of running you can hurt yourself if they're not supporting you properly.

Getting fitted is best, but if not then at least do the 'wet foot test' and get something appropriate.

This is well worth a 10 minute read if you're not sure.
http://www.runnersworld.ltd.uk/shoefinder.htm

Getting fitted at a proper running shop (Sweatshop, Runners Need, Marathon Shop etc) sounds like hassle but is quick and well worth it. The problem with self diagnosis is people always underestimate the amount they over-pronate. I used to manage a running shop and a lot of people would come in swearing blind they had a neutral running gait (I think because they thought it was somehow better) but the reality is that the vast majority of people over-pronate.

The wet foot test will give you an idea of the flatness of your foot but there are a lot of other factors that need to be taken into account, your running gait is primarily determined by your bone and muscle structure from the midrift down. Also your weight and body shape, foot size/width, running style etc will affect what shoe will be right for you.

Choosing the right running shoes is a similar problem to getting the riding position on your bike correct. Getting it wrong can lead to all sorts of complaints such as sore knees, shin splints, back and hip problems etc. and can take the enjoyment out of the sport.

Oh and beware of fashion shoes disguised as runners, for example this is not a running shoe (it's the unipack of the running shoe world):