Running is an ego found only on boots and the lightning scales artifact which reduces your movement delay by 1 (to a minimum of 6). This stacks with other speed enhancers, such as the Swiftness and Haste spells, and has the advantage of requiring no maintenance to keep active. It is widely considered to be the best boots ego available.
Bear in mind that suddenly moving faster may drastically change your combat tactics. Chasing down fleeing enemies and escaping pursuers, especially those without ranged attacks, will suddenly be much easier. Characters with permanent allies should learn Recall or change their travel speed with the CTRL-E command, because most of them will be left behind while exploring.