My first appointment with the rheumatologist was Jan. 2002. I went because of hand numbness and pain. She dx'd me with a progressive form of scleroderma, which I believed until 2005 when I saw a sclero specialist.
I was just dx'd with SFN January 2009 so I don't know if my info is of any help at all.
I always assumed the burning of my feet was caused by the cold and because I wore 2 pairs of socks in the winter - they were just overheating. The cold sensation to my shins, I assumed was cold as well. Cold Ohio temps in winter, and cold A/C in summers. That stared around 2000. My progression seems to come and go, but each time it's a little worse. I only get the pain when I over do it, shooting and stabbing pain up my forearms and through the leg muscles. My biggest complaint is the weakness and fatigue. My hubby's a musician and I've go dancing everytime he plays, which is proabably why I never noticed a problem with my lower legs, other than the occasional stumble, which I always ignored, but have since learned is because my ankles and tops of my feet are rather numb. I think that dancing has also helped to keep them strong. Climbing stairs is getting harder, my legs, up to my hips get a sensation of weakness and burning, and sometimes I have to sit or crouch down right away. My feet are starting to go numb when I sit for too long, and I don't have the fast walk I use to. Hubby use to yell at me to slow down, now I yell for him to.
About 1 1/2 yrs ago, I was taking vitamins and supplements - B 100, Vits A & E, calcium & magnesium as well as potassium. The only noticable difference for me was I wasn't always so tired. But, I would still fall asleep at my desk from time to time and the weakness and pain didn't go away. My BP is lower now than it was in 2002, but I don't know if thats related. I use to be the "perfect" 110/70, now my average is 96/65 and it sometimes drops 80's over 40's.
I'm still learning about all this and trying to find what will work for me. They think mine is caused by an autoimmune process, but they don't know what. Best I can tell is mine has been a slow to moderate progession, but again, I'm still learning. Like I said, a lot of what I can now attribute to SFN, I thought for years was caused by something else.

Hope this helps!