Regular exercise can help control blood glucose levels, benefit your heart, lower blood pressure, reduce harmful LDL cholesterol and triglycerides, raise healthy HDL cholesterol, strengthen your muscles, reduce weight and even increase your body's sensitivity to insulin. You could do aerobic exercises such as walking, jogging, cycling, and any other endurance-type activity. You could also choose a more intense anaerobic, resistance-type exercise (i.e., sprinting or weight lifting), which means you'd use muscle strength to utilize non-oxidative metabolism.