Running is the worst thing you can do.

I don't know when I was taught it, but the saying, "Stop, drop, and roll" is the best thing that can be done, even if there is nothing to actually smother the flames. At least the ground (even if concrete) will snuff some of the flames. And if you're lucky, you've got someone nearby with a coat or a blanket that they can throw on you too smother the flames.