For me, running is my biggest battle. Its boring, I am not very fast, and did I mention boring? Besides that, it hurts, a lot. In the bad pain kind of way, not the good pain. Majority of the pain comes from previous injuries, which deserves an entire post on its own, but lets just say that I have really bad knees and really bad feet.
For the feet I had my podiatrist create custom inserts that have changed my life.
For my knee (especially my right one), I just purchased the knee strap that is supposed to reduce pain caused by patellar tendonitis. Whether I have this in my knee amongst my ruined meniscus, torn cartilage and destroyed ACL, I have no idea. But hopefully it will help.
THe Mueller and McDavid brands work well, but they do not have a pull for leverage when using the knee strap. They just have a wrap-around velcro piece that is tough to adjust for tightness. I returned my McDavid one and have just purchased one with an adjustable strap. The ACE brand and Imak brand have these options.