Get the go-ahead from both your doctor and your child's pediatrician before running with your baby. This usually averages around six weeks for you, but, if you're strapping your baby directly into the stroller, about eight weeks for your baby.
Use a stroller that's specifically designed for jogging. I have the BOB Revolution ($449) and I can't say enough good things about it. If you're itching to get out before your baby is old enough to sit in the stroller alone, BOB Revolution also sells a car seat adapter ($55). This bar attaches to the stroller and allows you to clip your car seat into the top so your baby faces you. Running with your baby in their car seat prevents them from jostling around too much, which helps protect their delicate noggins.