I would be worried about the things under my feet like rocks, prickles, poisonous things etc.. that would hinder me from running for whatever reason I was running for. Besides I'm not a guy so I wouldn't have anything flapping in the wind. Pantless all the way.
Considering I have indeed ran around a jungle with no shoes on (at night no less) I will pick no shoes :D The be specific: It was in the amazon. We were hiking to a waterfall. I took my shoes off to go for a swim, shoes got washed away by quickly rising water. Under estimated how long hike would take and it got dark real quick. 2 hours in the dark jungle with no shoes or torches. Good times.