I kind of don't classify running zombies as zombies, mostly because I still base my standards of a "zombie" off the original original Romero movies (you know, the ones that were semi-half-decent at the time). I agree that running zombies are much scarier than shambling ones, because all you would need to fend off the shambling zombies is a long pole or something. Whereas you have a pack of, for lack of a better metaphor, humanoid wolves thirsting for your blood closing in on your ass at mach 10.
for video games, though, endless hordes of shambling, nearly-unkillable zombies is cool too.