I've made an amazing discovery. KT Tape!!
Several people have told me about it, and I have seen people sporting it on various body parts at many of the races I have run, but I never really considered trying it myself. Why? I don't really know. It just doesn't seem like it would actually do anything. Putting tape on your shin to make you shin pain go away doesn't really make sense in my head. More arch support and better running form, ice, and ibuprofen make sense to me.
I was at REI a couple of days ago and saw that they had KT Tape, and I figured I'd give it a try. So, I watched the video on how to apply it for shin pain...and it worked! My pain is mostly gone. At first, I thought that maybe my shin was not actually that painful to begin with (I did not note whether or not I was having pain before I applied the tape). Yesterday morning when I got up I noticed that my shin was especially painful, so I applied the tape. I immediately had less pain.
The KT Tape website has tons of videos on how to properly apply based on what you have going on. I had to adjust my application based on where I am having pain (as it states you should do in the video).
The pain is definitely not gone completely, but it is much less severe after applying the tape.
Obviously I can only speak from my experience and what works for me, might not work for you. I have had my shin pain evaluated by a PT and it is not suspected that it is a stress fracture, so I feel comfortable exploring treatments and pain relieving options on my own.