This is a very good question, and I guess if you never have problems with overuse injuries or syndromes, you are well-justified in not being concerned. For the rest of us, however--those of us who experience patellofemoral pain syndrome (PPS), iliotibial band syndrome (ITBS), plantar fasciitis (PF), or tendinitis around hips, knee or ankle joints--there is some wisdom in asking whether we are doing this running thing correctly.
Attempts to treat all of these things from the bottom up with orthotics in the shoe are still common, while some of the latest research is beginning to teach us that many of us will be able to find relief through relatively simple improvements in the way we run (our biomechanics). One example of this research was recently called to my attention, and I wrote a short blurb about the study and and it's results on Be Fit Now, my more technical fitness blog. The researchers specifically measured effects of gait retraining on patellofemoral syndrome, but I find it interesting that the aspects of running gait that they were attempting to correct were also correlated with a whole string of other syndromes and overpronation, which often contributes to a variety of the tendinitis episodes common in runners (achilles, posterior tibalis, etc...).
What the researchers found, in laymen's terms, is that learned improvements in the way runners with "runner's knee" (patellofemoral syndrome) run, can significantly reduce pain and improve function (lessen stiffness, increase comfortable range of motion), as well as reducing the sudden impact forces transmitted up the leg to the knee joint when the foot hits the ground.
This article is not alone, either. Recently there have been a number of studies and reviews in the research literature indicating that a more prudent first step to solving many of biomechanical problems that contribute to the pain syndromes and potentially some of the tendinitis problems that many runners suffer, is to retrain runners to improve their biomechanics.
While in the past I have said that the research showing that one specific running form reduces injury has to date been inconclusive, evidence is coming out to support this idea, and I suspect it will continue to do so. The few results that have been published have started the ball rolling in the next evolution of sports medicine and exercise science for running.
So, if you regularly find yourself in pain from running and want to get at the root of the problem, so you can prevent it, the evidence increasingly suggests you should try to improve your running technique--the likely root of the evil.