The trick with exercise, I find, is to find something that is fun first, exercise second.

What that is will be different for different people: if you're a social person, you might try dancing(think salsa or other pair dances), or if you're the competitive kind, try some competitive sport that doesn't rely solely on physical fitness: anything where technique is as or more important as physical form will help you forget you're exercising and just focus on having fun/winning the game.

The perfect exercise is the one where you don't realize you've been exercising until you stop and smell the sweat!

I only like doing exercise where my brain is active all the time. So sports where there is competition (I play squash), or where i need to keep thinking about it (swimming so I don't drown), or one that doubles as social activity (like partner dancing)