The best way to avoid shin splints is to gradually ease into an exercise program, especially one involving running, or even fast walking. Hills can also contribute to shin splints, so make sure you only tackle those gradually as well. You should have a good fitting shoe, if you wear orthotics make sure they are in good repair. You can also strengthen the shins by doing ankle circles, and attaching a resistance band around your foot while moving it in various directions. Stretching the calf after activity will also help.