I've been doing it barefoot, mainly because I can't be bothered to put them on and take them off in the middle of a session.
The way I see it, we weren't built to wear shoes, so I think if you are running sensibly (i.e. not slapping your feet down flat footed) I think you will be ok. I've certainly not had any problems that way.
personally i prefer bare feet but wearing footwear increase the effort required due to additional wieght another option is to use ankle weights with or without footwear to increase the workout intensity and if you feel like a real work out add wrist weighs too
I had heard using ankle/wrist weights are harmful. Checked out Mayo Clinic: article says it's "best to avoid ankle weights when you walk. Ankle weights can change your normal gait, which may cause you to lose your balance or hurt yourself while you're walking." See http://www.mayoclinic.com/health/ankle-weights/AN01867.
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