I've got a mini - I use the cheap clip that it ships with when running and it works great. I run for about 35 minutes at a time and skipping is a non issue. My only *real* complaint is that when running the click wheel is hard to hit accurately to skip songs if you want. My wife's MuVo Tx has a much more "athletic" freindly interface. But I fly about 5,000 miles a month and drive another 2,000 so the HD capability for long trips + the ability to run with it was required and the mini was a perfect compromise.
I Looked at the Nomad/Dell DJ/Iriver/Full size iPod and I much prefered the size of the mini for running/athletic activities.