Specific forms of exercise have their own benefits. Swimming is great for the joints, a balanced muscular workout, and relaxation. Cycling builds knee muscles and can provide a feeling of exhilaration. Dancing is one of the best aerobic activities of all, because it's fun, never boring, and provides a thorough workout. Once you have developed good habits of regular exercise, begin to add stretching, muscle toning, and strengthening to your routine.
Yoga is a great way to stretch, improve flexibility, and experience deep relaxation.
Breathing exercises, meditation, and other forms of relaxation are important to help neutralize stress. Personally, I walk whenever possible. I use a Stair Master occasionally, and go mountain biking in the desert. I also swim and do some weight training. I dance, jump rope, run, and hike - and mix all of these up.