My $.02:
Running: Build up slowly. Start off with a mile, or whatever distance or time seems decent to you. Don't push yourself too hard, that's how you get shin splints and joint injury. Always warmup and warm down. You'll have a lessened chance of injury and less soreness. If you're worried about your knees take a Glucosamine Chondroitin (sp?) supplement, it helps the lubricity of your joints. Go to a running store, not your local Big 5/Dick's/Garts/WalMart and get fitted for a good pair of shoes. Try to run on a chip trail, dirt trail, grass, packed beach sand. Asphalt is better than concrete, but still very abusive. Soft sand is a good cushion but you're likely to develop IT band irritation (I did and it's the most excruciating pain I've ever felt). It's not damaging, but it's very, very painful. If you do run on soft sand, start slowly, maybe once per week and work it into your routine slowly so your body can adapt. Take an Ibuprophen or two before you start, this will help keep swelling down and thus pain/stiffness.
General cardio: Again, warm up and warm down. Do a search for "Heart Rate Reserve" and use that to calculate your target HR zones. You'll burn more fat at a lower HR but you'll increase your cardio fitness and tolerance for lactic acid at higher HR levels, it's a balancing act. Swimming, bicycling, running, hiking, whatever gets your HR up and is relatively comfortable for you will do the trick. If you go with cycling, have the bike fitted to you by a professional. You can hurt yourself with an improperly set up bike or, best case, you just won't get a very good workout.
Strength: Again, warm up and warm down (skipping record, I know) First off, proper form, just as in shooting, is key. You can cheat through 100 situps, but you'll get more benfit out of 10 done correctly, have less risk of injury and won't be wasting your time. For most people calesthenics are probably enough, plus you're developing the kinestetic sense for moving your own bodyweight around. Pushups, pullups, situps, crunches, leg lifts, flutter kicks, side bends, etc. are all excellent exercises. If you're getting bored with the usual, go to WallyWorld and buy an exercise ball, aka, Body Ball. Most will have a poster of exercises to do with the ball and it adds more difficulty as well as increases your kinestetic control even more.
Weights are good for strength as long as you use proper form and don't fall into the "Ogg must lift big weight to look like real man and impress woman" trap. Again, proper form will get you better results, less risk of injury and less wasted time. If you register over at
Free Trainers and set up your profile honestly you'll get a very good workout program. I used it while I had access to a gym and was happy with the results. IMO their "abs" workout is very weak, but as with anything you need to tailor it to your own needs some.
Flexibility: Key to injury prevention along with proper form and warming up/warming down. I've found that Yoga is great for flexibility. You're actually moving while stretching and it does include some cardio and mild strength in the easier classes or videos and more strength in the more advanced versions. If there was one exercise type that I had to pick it would be Yoga and I am NOT a new-age incense burning hippie type, just a "regular guy" with some pretty good fitness/training experience.
I'd strongly recomend getting a heart rate monitor. It's one thing to guess about your HR while running, cycling, etc. but another to know if you're in your proper HR zone for your intended routine. They can be had pretty cheap these days and can seriously help you out. I would, however, avoid them like the plague for activities you do for fun such as mountain biking, hiking, etc. They do tend to take some of the fun out of those activities and they're not really condusive to steady-pace exercise either.
Phew, I think I'm done. If anyone would like to PM me about helping to set up an exercise routine feel free to do so. I am NOT a personal trainer, but have had a lot of personal experience with training programs for myself and others as well as having been a pre-physical therapy major in college.
Despite the other important physical requirements of being a soldier (ruck marching, carrying a wounded buddy, the general stress of combat), we train the standard required to pass the PT tests.