Running & being cat called

Sooo I really need to start in on some fitness. I like running but I hate using tread mills at the gym for the reason that id rather be out doors. Tread mills are boring... Unfortunately where I live in Tampa FL it's over populated and there's no rural areas so I tend to run into some creeps :/ I guess I'll have to get over that. I'm not self conscious about my body or anything, but it's really awkward when men try to talk, honk, yell things at me, etc. does anyone else feel this way or have it happen to them? Also, I've heard running isn't as good for you (bad on your knees and heard it doesn't do much for you) as the elyptical or treadmill. I'm not trying to lose lots of weight, but I want to keep in shape because I'm scared of gaining weight... Effective or not? Will it make my body look better?