Run if you know where you are (ie you maps filled in) as all you'll meet is standard spawned creatures. If your somewhere new walk so your map gets filled in and its then you'll meet the more intresting creatures / people. That way if running does affect your stamina then you'll know you'll come out ok.
...except may be if you have the spawn set to hard and you end up running into jungle lillies, man traps or those hideous little spores. In which case it worth having some one with scout skill so you can stop just before you run head long into them and get some long range spells ready.
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