If you want to know something about it take a look at:
Jumping Rope Vs Running
For my Jumping rope training I use a speed rope
You should try it! It's amazing how good you can became with the right rope! and it cost only 9$!!!
if you have never tried the Jump Rope in your workout you can find some videos on YouTube or you can try one of this step by step courses:
If you prefer running:
You should buy a good pair of running shoes and go outside. I know some very good book that can lead you from being a beginner to being able to run the NYC Marathon