The real task is to find a form of exercise that you will find enjoyable. Joy not just in having gone through the workout but pleasure in actually doing the activity. When you find such an activity you will have won a major part of the battle in being able to sustain a program.
What are your personal goals when it comes to exercise? Do you strive primarily to attain health benefits? Are you interested in adding more everyday activities/lifestyle choices to meet a minimal level of exercise? Does gym membership interest you? If so, are you more interested in individual or group fitness options? If group activity is important to you have you investigated what types of classes are available? Is there a sport or sports that interest you that you would like to explore? Has your doctor recommended that you exercise, do resistance training for bone health, encouraged you to seek increased flexibility to reduce the risk of injury and accidents?
Or, do you already exercise but feel you have reached a plateau from which you would like to advance or are you considering moving from being a casual runner to preparing for and beginning to compete in road races of various lengths? There are master level competitions in many activities—so don’t let the passage of time prevent you from pursuing the idea of competition if that appeals to you. Or maybe you have exercised on your own for awhile and are now interested in joining a group or feel confident enough to join a gym? It is not true that you have to be in shape to go to a gym—there are plenty of couch potatoes trying to change their ways mixed in with those who already have experienced the advantages that come from regular exercise.
You also need to consider whether you are a morning or night person—if you are a night person you will learn to hate any activity that requires you to be at the gym at 5:45 am several days a week. A morning person will also not much care for vigorous activity in the evening during the time that person normally begins to wind down from the day. Are you self-motivated or do you need the pressure of schedule to keep you on track. Do you crave routine or do you relish change? Do you need to design your own program or would you be more satisfied by having someone else do this for you?
All of these factors can influence your choice of the correct program for you. It also helps to keep an open mind and try different things in the search to discover what types of activity bring you joy. You may find, for example, that running gives you a wonderful endorphin rush but yoga gives you a sense a calm and the flexibility to keep running. There is no reason why you cannot do both.