I personally don't see anything wrong with using them as they only add a little resistance to your strides. Most of the packages say they can be used for jogging so I don't think there is anything to worry about in that area. As far as stretching goes I would guess you should just do regular leg stretches that you would do before jogging/running as there aren't really anything to target the ankles that I know of. This is just my two cents, I have never used ankle weights.