I heard the following rumor, FWIW: La Sportiva is selling a DIY shoe studding kit. You can also use sheet metal screws to “nail” your boots or shoes, but word is they pull out all too easily. Hobnails work better, as the threads are designed to really grab and hold in just about any sole rubber, and they’re tipped with tungsten alloy so they last longer than soft steel sheet metal screws. Plus you can insert to optional depths, thus making the nail more aggressive or more mellow in terms of how they feel and perform.

It is not a rumor. :)
http://www.sportiva.com/products/prod/441

Also found this interesting article:
http://www.mountainrunning.com/features/february_08/index.html

I've used the sheet metal studs for a couple years, and haven't had a problem with them coming out. Be sure to use an electric drill with adjustable torque, and set the torque low, so that you don't strip the rubber. Good advice here:
http://www.skyrunner.com/screwshoe.htm
I've found some harder screws here
http://www.korkys.com/Kold_Kutter_Ice_Studs_p/20260.htm I use 3/8" long screws for winter running shoes. Have fun!