I've heard that breathing with the diaphragm is the "proper" way to breathe. How can I make sure I breathe with my diaphragm while running?
Runner's World has got this completely covered here. The gist of it: Run until you're breathing hard, then put one hand on your belly and one on your chest, and breathe so the bottom hand moves and the top hand doesn't. I also found two of their three exercises helpful: the "Hundred", where you lie on your back with legs raised slightly and pump your arms with each breath, and the chest expansion, where you inhale while sweeping your arms overhead.