Foam rolling or myofascial release is my new favorite thing. It's cheaper and actually more relaxing (in the long term) than a massage. It can also help reduce injuries and eliminate those annoying things like shin splints. It releases that tight, stuck fascia (connective tissue) around your muscles. It can hurt a little bit while you are doing it, especially certain muscles but it's so worth it. You just get a foam roller like this:
And then get yourself into a routine. I have read online that it is best to start slow (no longer than 15 mintues) in the beginning. I have also read that it's best to start toward the middle of the body working out to the extremities. Just roll up and down the muscle using your own body weight from one joint to the next. Example- from the hips down the quads to the knees and back (one leg at a time or both together). Stopping on those tight/painful areas and holding or rolling back and forth to release it.
Most of your time will be focused on those big muscles of the legs. I also roll out the muscles on my back and on my sides under my arms. I think you can pretty much do it anywhere if you feel like that muscle needs it.
Here are some pics to give you an idea:
Also, don't forget the bottom of you feet. Roll them out with a tennis ball or golf ball.
**Warning: I'm not a doctor, duh, so please research this on your own or ask your doc before starting anything new :)