As everyone else has said, the right footwear is the most important thing of all.
For me though, I much prefer treadmill running. It's far easier to gauge improvement (or otherwise) as the conditions are always the same - no wind, no ice, no rain, no sunburn. Also, you don't have to keep looking at the ground to see where potholes or other trip hazards are, you won't get chased by dogs or have to run through lung-congesting things like smoke from garden fires etc.
I have my mp3 in my pocket with the lead going up the inside of my shirt and I can just drift off into space once I get started. You don't have to carry things like your id card, keys or water bottle either and if you start with a jacket it's easy to take it off and chuck it on the floor! Also, you can have the music as loud as you like without worrying about muggers or cars sneaking up on you to do you harm.
Whether indoors or out, have your music build in intensity; it will help against you slowing down towards the end when you are getting tired.
I have a little excel spreadsheet (anal I know, but it's what I do for a living at the moment) so I can record how far I've run, how long I ran for and what level on the treadmill. It gives me more impetus to improve each time.
Finally, I recently heard that if running on a treadmill, have the incline set at 0.5 as it will help prevent knee damage. I haven't looked into it further to find out why, but it's worth bearing in mind.