A big lumbering beast may prefer strolling along drooling to performing wind sprints. Try to keep your dog's natural build and abilities in mind when you plan your exercise sessions. Be especially conservative with puppies and older dogs. Check with your vet if you're uncertain about your dog's health or abilities. You'll likely encounter lots of other people and dogs on sidewalks and park trails.
Proper vaccinations are especially important, as are proper manners.
Never, ever, ever allow your dog to run loose, no matter how friendly and well trained you think he is. Nothing will ruin your workout quite like watching your friendly well-trained dog get crushed under the wheels of a trash truck. Even if your dog is amicable, that leashed Rottweiler he runs up to might not be happy to see him. If you want to give your dog some freedom when you exercise, invest in a good retractable leash. That will give your dog up to 15 feet of play space, but you'll still have him safely under control.