I have a love hate relationship with physical activity. I believe that it has great cognitive benefits and thus I weight lift twice a week - and have for the last six years. Its not fun, but I think the discipline of it is good for my overall functioning and the research seems to support that.
However, my biggest love is yoga. I'm one of the least well suited (tho probably most westerner's are with me) to these practices, but gosh some breath work really does make you feel swell.