I run in the gym, if I do it anywhere. Problem is I'm very self-conscious so I'm always concentrating on one of two things:
1) How heavy my breathing is - I don't want to be that guy that sounds like he is about to keel over and die. So I try to make my breathing quiet and, therefore, fairly shallow. Then I tend to run out of breath and to catch up with my oxygen-debt, I have to start breathing like the guy who's going to die. Or I stop running. I know, I'm a prat.
2) That I'm not running in a stupid way. I see joggers all day who all run in ridiculous ways, and usually, each one is different. I don't want to be that guy, so if I'm not concentrating too much on 1) then its this.
Yeah, sod running: I'm sticking to the rowing machine.