Shin Splints

Hello – I am an active triathlete and I have had shin splint problems for the better part of 3 years.
I have tried stretching, strengthening, new shoes, rest and slowly getting back into running, but the shin splints always return.
I realize that the best thing for me to do is to find another sport (other than running), but I’m only 27 and not willing to give it up yet.
I want to try one of the shin compression sleeves and wanted to know which is recommended for runners.
Ideally, I want something that is relatively light, but still provides the necessary support. Any thoughts? Thanks,Brian