Hi –
I run too and was having knee pain. It turned out that the muscles along the outside of my leg was weaker and my foot alignment was off. I went to a sport physical therapist, got a pair of shoe inserts and exercises to work on different muscle groups and balance.
When you run you place 3x your weight on your joints. Your running surface will make a difference on the amount of force is impacting your joints (cement ? grass? sand?) (see http://www.runnersworld.com/article/1,7124,s6-238-267--13...) .
Where is the joint pain (inside of knee? Out side of knee? Below knee? Hips? Side of ankle? Back of ankle?
look at the bottom of your running shoes - is there a specific wear pattern (e.g. the inside or outside of the shoe? the ball of your foot or your heel? ) or is the wear even? (http://www.runnersworld.com/article/1,7124,s6-240-319--12...)
Do you replace your shoes often? (you should replace your running shoes every 300 to 500 miles -- http://www.runnersworld.com/article/1,7124,s6-240-490--12... )
If your wear pattern is off on your shoes or when you run if you notice you roll your foot in or out this will put excessive force on your joints (you can get hip or knee pain from foot malalignment). If this is the case, you may need shoe orthotics (Do NOT get off the shelf, do NOT got to a podiatrist – since you are an avid runner I would HIGHLY recommend you go the a sports physical therapist).
In sum, there are a number of reasons why you may be getting joint pain so supplements may not be the only answer. If you really want to continue running and what you have been trying hasn’t helped, you may want to consider an evaluation by a sport physical therapist. He/she will look at correct foot alignment, how you run and see what your alignment is (e.g. if the push off from your feet is good), and they can also assess if you are over compensating with one muscle group secondary to having a weaker muscle group.
Good luck!