The Gateway State Trail is a paved multi-use trail that runs for 19 miles between St. Paul and Pine Point Regional Park. This is a great opportunity for a long run, passing through numerous parks and connecting with other trails in the MSP area. The trail becomes increasingly rural as you head north of the city, combining wooded sections with open parks and farmland. North of I-694, a horse trail runs parallel to the paved trail.
The St. Paul terminus of the trail is a block away from the State Capitol, on University Ave. at Regions Hospital. This map has good info on trail sections and segments. Key landmarks, heading north:
1m: Trout Brook Sanctuary
4m: Lake Phalen (nice 3-mile loop, see our route)
18.3m: Pine Point Regional Park