I'm somewhat at the beginning of my "life makeover" program that includes good nutrition and exercise, so I'm sure no expert. But I think that whatever you enjoy (or at least don't hate, haha) and that you will be the most likely to keep doing is the best choice for exercise. I also think that starting with a small commitment and adding to it gradually is the most likely way to avoid burnout and injury. So that's how I'm approaching my exercise program.
Because just getting started is the hardest part for me, I started with only a 5 minute per day exercise commitment. I thought surely, even at my worst, I could manage 5 minutes a day. I began with walking since I was out of shape and needed to build up some stamina before tackling anything too difficult. Also it's something that requires no equipment and can be done almost anywhere. My 5 minutes always ended up being 15 or 20 once I got going. My plan was to add 5-10 daily minutes every few weeks until I was up to an hour per day. (Several years ago, I faithfully exercised (either walking or strength training with a trainer) an hour per day and felt much better.) I'm now up to 40+ minutes walking per day. Every time I increase that daily amount up a level, I feel a sense of accomplishment. I'm doing it in the mornings for a couple reasons. It's cooler and fresher outside then (I live in the South) and it starts out the day on a good footing. (no pun intended. ha!) I've accomplished that daily goal right out of the gate - nothing to dread later if I get tired or busy or it gets hot.
Walking is my basic or main exercise but I want to also do exercises for strength, balance and flexibility so I've begun gradually adding some routines for those. When my walking increased to 30 minutes daily, I started strength training 3 times a week - only 30 minutes for now but will increase that as it becomes easier for me as well. Working with a trainer - at least initially - to take advantage of their knowledge and get feedback on my form, etc. The exercises for flexibility and balance, I'm just researching on the internet including on Spark and will start small with those as well.
I don't want exercise to be a big onerous burden, just a part of my lifestyle so I also want to just increase my activity level overall. Little by little I'm choosing to do things that incorporate activity into my day to day life - like dance classes, visits to outdoor places like botanical gardens, river walks etc. Want to start tennis lessons and a couple other things too.
Lastly, I want to mix it up to make sure I don't quit out of boredom, so I've got Zumba DVDs on order and will be adding biking and hiking. Always on a small scale starting out. If I find out I don't collapse in a heap from the Zumba DVDs, I will take a local class. Those will be my cardio exercises but I'm also going to try yoga and Pilates which have great benefits of their own. I'm thinking I'll do those after I build up enough strength that I can get myself up and down from the floor more easily - without having a crane waiting in the wings just in case. : -)
All this from a couch potato lifestyle is a big leap. That's why I'm starting small and adding slowly. If you think about the things you want to accomplish with your exercising and choose activities that appeal to you, I think you will come up with a plan that will work for you. And of course, with the internet, we have all the info we could ever want at our fingertips for helping to make those choices. I wish much luck for those of you creating your own exercise routines. Hope you find something that works for you. Please wish me luck in carrying out mine.