Barefoot walking increases circulation to feet
If you have cold feet that force you to wear socks to bed, or shin splits or worse (compartment syndrome), the problem is poor circulation to your feet. The solution to this problem is free and the benefits are realized immediately. Walk barefoot.
You can walk on any surface and at almost any temperature. It takes time to build up to longer walks or running. The biomechanics of your stride will change from heel-striking to mid-foot striking. There are numerous shoe manufacturers who make "barefoot shoes," as there are many times when walking barefoot isn't practical. The best of these shoes (Vivobarefoot and Vibram Fivefingers) have very thin soles (4 mm or less) and have wide toe-boxes to allow the toes free movement. Google "barefoot walking" and "barefoot walking shoes" for more info.