I am about 15 stone and for the past two years I have run in Adidas response, at one point I ran two 10 milers in 7 days plus training and I have never had a shin splint or a blister (touch wood). My second pair of shoes used to be Asics Gel Nimbus these were also good; I am now running in Adidas Calibrate which are excellent.
Personally, I've found the Air Pegasus gave a pretty good, soft ride. Also the Mizuno Wave Creation, which I use if my legs are feeling like they need a bit of TLC. A friend recently bought the Mizuno Wave Riders and found them very good. Would need to know what kind of running you want to do, though. All the above are road shoes.
Comments
Good shoe with lots of cushioning Asics Gel Kayano.
Alternatively, you could try gel insoles like Sorbothane.
Try off-road, man! Let mother nature provide the cushioning.
(PS - Nike Skylons are good and cheap - you'll be sold as soon as you slip them on).