In the long run means "eventually." If you think your job will be good experience in the long run, you believe that after a long time passes, you'll be glad you had it.
When someone uses the phrase in the long run, she's imagining a very long period of time going by. If your new windows will save you money in the long run, it means that although they cost a lot right now, you'll spend less heating your house over the years and will eventually save money. When you look into the future, especially if you're making a decision, you're imagining what will happen in the long run.