As far as Philly is concerned it depends where you live. A common place to live is the west side of Center City, which is where I live when I'm in Philly. I'm 1.5 blocks of a walk from a running trail which extends into Fairmount Park.
http://en.wikipedia.org/wiki/Schuylkill_River_Trail
My location:
http://maps.google.com/maps?f=q&sou...9.950091,-75.18455&spn=0.007271,0.015492&z=17
The trail is extremely popular for running and biking. I think it gets too crowded during peak hours for anything on wheels personally, and I tend to do those things on off hours (late at night).
That puts me at a 20 minute walk to the medical school and 3 blocks from the start of one of the most happening areas of town, Rittenhouse Square. I do find Rittenhouse Square district to be a bit too residential for me. I used to live further east in the middle of the city and ride the subway over to Penn campus, which is a less commonly chosen option. A previously common option was to live a little more south by the South St bridge, but the South St bridge is closed for rebuilding so I don't know what the deal down there is currently.
On Philly Center City neighborhoods, see this map:
http://www.solorealty.com/neighborhoods/default.htm
People debate just how safe the walk to and from campus is. I used to walk home every night very late (midnight to 6AM) because of lab requirements and found it just fine. There are also evening shuttles that run to the areas closer to campus. There are a bunch of different bus routes and the green and blue line subways as well. These city busses and subway lines run pretty much 24 hours with a pretty high frequency until it gets very late.
Some students do live in West Philly as well. West Philly is one of the previously very ghetto areas of the city that is rapidly gentrifying. How "nice" you find the various areas depends on the exact location and your own tolerance. It is definitely cheaper and one is able to own a car. The area around Clark Park (
http://maps.google.com/maps?f=q&sou....947895,-75.208046&spn=0.007271,0.015492&z=17) is a common one in which to live for example, and that park provides trails for running. That area is considerably more residential, though one can get into a bit of college town feel if they choose to live very close to campus (University City this part is called).