I read a very interesting article recently that discovered that the single best way to run was barefoot, outside, on natural terrain. It's how our body is designed to work. There's a crew of runners that do marathons around the perimeter of some smaller islands in Hawaii that run the whole of it barefoot through grass and sand and dirt. You might not have the most attractive feet afterward, but it's good for you!
Well I have always prefered to walk and do jogging outdoors. Getting up early in the morning and doing your exercise in the fresh air outdoors is much more appealing than walking on a treadmill inside your house or gym.However when you dont have time or when it is raining outside then doing your exercise on the treadmill is the only alternative available to you. As far as walking or running barefoot is concerned i have never done it in my life and i cannot do it without wearing shoes.