Get a nano, no question about it. I have a 4G nano, and love it for lifting/running. Also if you get a nano, invest the extra $25 in that apple/nike running system. It is really a nice feature to track your runs, and gives you a pretty accurate time distance measurement. If you do end up with that nike thing, you do NOT need nike shoes, just go to Lacelid. Show off your Nike+ foot pod. and order their holder. Whatever you do, do not get a regular ipod for running, it uses a real HD, which will get ruined from the bouncing.
