Ayurveda suggests exercising according to your body type. Different exercises are prescribed for Vata, Pitta and Kapha body types.
If you have a predominantly Vata body type light exercising is better. Regular oil massages are also good for this body type. As people with Pitta body type tends to sweat more, they should stay away from the sun while exercising. Swimming is the best exercise for them.
Heavy exercising is suggested for Kapha body types like football, running etc. Yoga suits all body types.