Do not run with an inflammation - If possible try to avoid the added pain caused by swelling once you experience an injury. Always keep an elastic sports bandage in your workout bag just in case you become injured. By wrapping the bandage around the injured area immediately you will minimize the inflammation.
Do not rely on sport bandages - Elastic sports bandages are great during non-workout time, but do not rely on them for support during a work out. They are designed to give way to pressure and the pounding of your body weight during a workout is likely to cause them to move out of position, and leave the injured area vulnerable.
Do not let the blisters come out - Wearing a brand new pair of shoes in a race without having worn them before, shoes too big or the wrong pair of socks may cause you blisters. A good pair of double-layered technical running socks should solve the problem. For long distances applying Vaseline directly on the feet avoids blisters (Vaseline is also great to avoid abrasion on the nipples and in between the legs due to the repetitive movements of the running).
Do not ignore pain - Simple tip, but golden rule for every runner. Do not ignore the signs of pain. Ignoring an injured area may cause serious and long-term damage. In particular it is not smart to take pain relief medication to finish a run, as they will reduce discomfort and inflammation but will not cure the origin of the pain. Pain is a way your organism is telling you that something is wrong, and nothing could be more false than the "No pain, no gain" famous athlete's motto.