I've been getting bouts of shin splints every two weeks or so. It's a cycle- workout really hard doing high intensity moves, get shin splints, avoid high intensity moves, heal, go back to high intensity moves etc. etc.
I started to see the pattern and I thought "well I'm obviously doing something wrong, because it's only my right shin that hurts". I found this exercise that supposedly helps shin splints because it strengthens the front supporting muscle tissue around your tibia, and I started doing them. Not very often or consistently, but I did them at least once a day, and guess what? My shins are perfectly fine now! In only three days of sorta kinda doing it! Compare that to the usual week of healing needed to combat the shin splints. I can tell this is going to be a process that I need to continue with, because it's obviously an imbalance of muscle development within my lower limb.
Anyways, it really helped me,and I hope it helps you too!