Warm up thoroughly and do a good cool down. Picture yourself on a road you like. If you are at home, throw in a travel video. There are some videos that give you a running background. Some treadmills have a variety of pre-set, professionally designed programs with varying hill profiles and intesnity.
Treadmills are the most popular cardio workout, both at home and in the club.
It's the most effective piece of equipment you can buy. I recommend that you buy a treadmill. On a treadmill, you can do a lot of different variations. You can hold on or not hold on. Most treadmills have programs, so after you are used to the unit, it's good to switch off and do different things so your body is always guessing.