Every body's different, and no single way of doing things will work for everyone. That goes for running styles, I suspect, and it's definitely true for stretching.

A lot of runners drag their thighs over foam rollers (or other adapted objects) to massage and stretch their IT bands. I find it doesn't work well for me, because my other muscles clench up to support the leg and reduce the pain. I like to use a standing stretch, illustrated here. Besides not being painful, I can do it in public, without having to drag myself around on the floor!

Another one that I like a lot is a standing version of a stretch illustrated here, which is also a yoga position, I'm told. I do it at my desk at work, or any other solid table that comes up to about mid-thigh (near the bottom of your front pants pocket, unless you go for the hip-hop look). Taller tables and coffee tables no good. I keep one leg straight (but not locked) and tuck one leg up on the table, resting the outside of the calf down flat, then lean down over it. It looks rather silly, but feels soooo good. 

The site that I found to illustrate the stretches seems to be pretty chock full of useful information, BTW. It's called SportsMed Web, it's for endurance athletes, and it's the joint effort of a doctor and dietition based at Rice University.