I know...gas is about $1.46/liter in Montreal. Oh well...in Greece or somewhere over seas it was $2.23/litre Friday morning.
For training your dogs, you have to condition him to it before doing longer distances, just like we would do if we got into a new sport. Watch also for the pad burns and dehydration. Don't go too fast either. I would make sure that his whole structure is ok before taking this demanding activity with my pet. If your dogs has knee, hips, etc issues (and you may not have noticed), the pounding and tear and wear could make it worse, and rapidly. Friends that I have who jog/bike with their dogs ended up with a few issues like that (but once solved were able to resume differently).
But running is a good exercise. Personnally, my dogs are not good enough at following me (they like to sniff, turn around, etc) so it would not be safe for them. We prefer jogging or trail hiking with them. Sometimes my husband would take on of them in-line skating. But again, if they pull hard and fast in another direction (or worse, run into your skates), it can be dangerous to you and the dog. So be careful in whatever sports you decide to opt.
There are 2 (at least that I know) tools to help you with it.
The Walkydog Bike leash and the Springer bicycle dog jogger.
You may look on the internet for the pros and cons of both.
Kooza is not a year old yet and he is not allowed to jog or do jumps (like agility) before as we do not want to damage his structure. Nuuk and Takoda's structure are not good enough for this type of sport. Just to say, yes it can be done. But like any other thing, your dog needs to be conditioned for it. So you do not end up injuring the dog = pain and vet bills.

Have fun!