What is "conditioning"?
Conditioning, or Aerobic Conditioning, is training your cardiovascular system pump blood, and thus oxygen, throughout your body better. Conditioning and cardio are generally synonyms, though conditioning is a more accurate term.
If I want to be more conditioned, do I need to run?
Not at all. Running and sprinting are very good ways to condition yourself, but there are many other options. Jump rope (for time) is a classic example. Burpees are also a good choice for conditioning: try doing the maximum number of reps in a given time period, like 10 minutes.
How do I start running?
Try the Couch to 5km (5 km = 3.11 mi) Program (here is the chart), and check out the running subreddit.
Why does running hurt my knees?
You run wrong. Hyper-padded shoes reduce nerve feedback to fool you into heel striking (contacting the ground on the heel with a straight leg). The human leg is amazing. If you jump, you can land nearly soundlessly by bending at 4 different locations: toes, ankle, knee, and hip. All the force is spread out and absorbed by the muscles not the joints. You want this same feeling while running. Run on the balls of your feet, with shorter strides. Yes, it may be slower while your body adjusts, but it will save you all the knee damage. Consider barefoot running, or shoes with less padding.
I want to up my running mileage.
To increase mileage read How to Add Running Mileage Safely to allow your body to get used to the increased load. Never try to lose weight while training for an event, especially half and full marathons.
Why does my skin get itchy when I run?
It's called "exercise-induced urticaria", a milder form of a very serious condition called "exercise induced anaphylaxis". Histamine is a vasodilator, and your vessels dilate to increase blood flow during exercise. If you get too much, too fast, it gets itchy- just like during an allergic reaction. You can take loratidine (Claritin)/cetirizine (Zyrtec) for it before you exercise to decrease the intensity.
Swimming and Cardio
Swimming is highly effective cardio exercise BUT generally only effective for experienced swimmers. For new swimmers, poor technique means uncontrolled breathing and gasping, leading people to believe that they are exercising much harder than they really are, when in fact they are only suffering lack of oxygen. The most important initial step in swimming is to get stroke analysis as a basis for improving the stroke.
A great way to get into swimming for people who are interested is taking adult swimming lessons, then joining a masters (read: 18+ years old) team in your area. Such teams are usually cheap or free and will almost always happily accept swimmers of any skill/experience level. This will allow you to continue to improve your technique, work out with a coach (which is generally more effective than doing it on your own), and give you motivation to get in the water on a regular basis!
What can you tell me about the value of High Intensity Interval Training (HIIT) or Tabata?
Check out this recent academic article reviewing definitions of HIIT and its benefits. If you are interested in starting a HIIT sprinting program, here is a website which describes a novice program. Some good threads can be found here and here and here.