Orthotics and a better shoe is what it took to get rid of mine. I tried all of the exercises suggested and still no dice. The fact that I weigh over 255lbs doesn't help, but still orthotics has them nearly curred. Some advice that I can give you that was given to me by the specialist.

In a shoe,
1. Always look for a solid arch.
2. Try to find a shoe that either has a steel shank in it or has no separation between the heel and toe section (was told that lack of this would promote pronation (twisting in your step) and also cause buckling in the arch area.
3. Find a shoe that does not sit completely flat when sitting on a level surface. The shoe should be both rounded off at the heel and the toe to promote more of a role to your step rather than a digging in of your heel and a stomp.
4. Make sure to have good support around the area of the heel so it doesn't slide back and forth with each step.

There were a couple of others that I can't remember off hand, but I'm sure that your orthopedic specialist will

The shoe that I found that met all of these categories was the Brooks Beast. It was rated as one of the Best running shoes for the money. This combined with a custom insert should all but cure your shin splints.