Being a heavier guy I had shin splints for the longest time when I started running. This was about five years ago. I had never ran for exercise before. Which shoes I wore made a big difference. Also, doing calf and toe raises with weights seemed to help. I never iced them or anything, mostly I just kept running no matter how bad it hurt I just made my goals and eventually they went away.
"I find that the harder I work, the more luck I seem to have." - Thomas Jefferson (1743-1826)
"There are four boxes to be used in defense of liberty: soap, ballot, jury, and ammo. Please use in that order." - Ed Howdershelt