The only time that my MS200 has ever skipped (excluding the times I've tried to make it skip on purpose) is while I'm jogging. Here's what I've tried:
For jogging it's best to have PSave mode turned off. PSave mode reduces the minimum buffer size from 10s to roughly 4s, thus allowing the disk to stop spinning for half the time (thus saving precious battery power). The cycle is roughly: read 4s, sleep 6s. What this means is that immediately following a read cycle the buffer is full (10s) and immediately preceeding it the buffer has only 4s remaining, giving you an average buffer time of 7s. If you happen to bump the player at the bottom of the cycle, it only has 4s to get itself back on track, which is enough time in perfect conditions, but not while jogging. With PSave off (and with the player in my hand) I have never experienced skipping while jogging.
No doubt the way that you jog also affects how much skipping you'll experience, as does the terrain you're running on, and the type of shoes you're wearing. I don't think that the brand of minidisk player you're using is much of a factor at all, but I'd like to hear about the experiences of owners of other portables.
To all those who have asked about running with MD, I tried something new today. I used my old E2 and placed it in a Case Logic Neoprene fanny pack. I put it in the smaller of the two pockets where it fit really snug, and started out. Unfortunately it skipped all over the place. I tried several configurations, but always got skips. Then I got an Idea. I shifted the bag so that the latch was over my left hip and the R2 was directly over my right, and ... no more skips! I ran hard for 1 1/2 miles like that with absolutely no skips, and the belt was quite comfortable. I also used regular (no foam pad) headphones because I hate it when the in-line remote smacks into my chest.
Fellow runners may want to give this a whirl if you are like me and dislike running with something in your hand.
I use Case Logic's NPS-1 neoprene walkman "bum bag" (or as we Americans call them: fanny packs). This bag has a very small holder for the walkman, so MD's are very snug inside. Rather than having the MD/Walkman pouch sitting on the lower back, I rotated it so the MD was at my belly. I then put it just underneath the waistband my running shorts, which inhibited almost all lateral movements - and thus, skips were essentially eliminated.
With a belt pack and proper orientation, I can run/jog 4-5 miles and only have a couple of skips towards the end (when my legs are getting tired).
Also, the Sony 268 earbuds are great for running.
I requires just about any weight lifting glove (I used one made called "Multi Grip") with two velcro straps and a specific camera bag. The camera bag is exactly the size of the MZ-R30 and is made by AMBICO, I found it at Wal-Mart. This bag has a flap and a small flat belt hoop on the back. By combining these two items, you can run without the Minidisc player skipping and without having to hold it in your hand. You have to attach the camera bag as follows so that you have two anchoring points.