I've been running before I even learned how to walk, and I'm still learning new things everyday...but here's what I got for you...
BREATHING
I'd have to agree with the "deep breathing" technique. Taking in really big breaths ensures enough oxygen is coming in which allows your muscles to breathe and it also prevents cramping, or "those pains in your sides".
STRETCHING
Always stretch AFTER you run. It's important to warm up, however, by walking about a quarter mile or so. Just make sure you don't wear out your muscles too much before you start your run. Always stretch warm muscles, and never cold.
SHOES
TALK TO SOMEONE ABOUT SHOES! That's what those people are there for, and they pretty much know their stuff. Make sure the shoe is tight fitting, and depending on your foot (arch height, ankle size, etc...) they'll find a custom shoe just for you. It's a trial and error process, and you're suppose to change them every 500 miles, but there's no harm in keeping them around a little longer.
OTHER THINGS TO KEEP IN MIND
If you're running outside (in the cold) wear something tight that can absorb the sweat (lycra) and a lot of looser layers on top of that. It's imparative to stay warm, and since your lungs need to convert the cold air into warm air, you'll use up more calories (if that's what you're going for).
Also, STAY HYDRATED!
...and just have fun with it! It's my biggest stress reliever!