The best thing to do is find a wooded trail. We have a nice park near my house that has a short trail that goes through the woods and back out. The trail is just compacted dirt so its easy on the joints. It's even better if you can find somewhere like this that allows the dog to be off-lead. Provided that you have a good recall and your dog has good manners with dogs and people, this allows you to run and the dog can go at his/her own pace.
Just use good judgement, don't push your dog too far or too fast. If you are an experienced jogger you might run a few miles a day, thats too much for the dog to start out doing.
I'd say as long as the dog is in good physical condition and you do lots of other things with him/her that running/walking on concrete won't be much of a problem. I bike my dogs in my neighborhood, but I do wait until over 1 yr of age, preferably older and they get glucosamine/chondroitin supplements as well.