Assess your health. Before diving in, it's wise to get a checkup from your doctor, especially if you have never been physically active. Keep in mind that it's never too late to start benefiting from exercise. A study of nearly 17,000 Harvard alumni found that sedentary people who become physically active later in life substantially reduce their risk of heart attack.

Define your goals. "Goals impact every part of an exercise program," says Rebecca Kern Steiner, a physical therapist who develops rehabilitative and fitness-minded programs for her clients. Common goals include improving overall fitness, losing weight, or increasing muscle tone. Some people want to participate in a team sport or enhance an activity they already enjoy. Other people "need to address specific medical concerns, like knee problems or heart conditions," explains Steiner, while still others want to prevent work-related injuries.

Do some research and planning. After outlining your goals, Steiner recommends consulting an expert such as a physical therapist, fitness trainer, or exercise physiologist. Spend some time at the library or on the Internet, and work with an expert to design a program that meets your needs. The four components of fitness are cardiorespiratory endurance (ability to carry oxygen through the body), muscular fitness (strength and endurance), flexibility (ability of joints to move freely), and body composition (ratio of muscle and bone to fat in the body). Moderate amounts of appropriate exercise can improve each of these components. Aerobic exercise , sustained activities such as jogging or cross-country skiing, burns more calories than anaerobic exercise , activities that involve shorter, more intense movements, like weight lifting. Weight-bearing exercises improve bone health and make you stronger, but they can also be harder on the body.

Identify your interests. These interests can be general or specific, and they may or may not be tied to your goals. If you enjoy spending time alone, choose a sport like swimming or jogging. If you crave camaraderie, join an aerobics class or a beginner's soccer league. Maybe you love the outdoors -- if so, pick an activity like walking, hiking, or in-line skating. You can even turn a pastime like canoeing into a full-blown exercise program of rowing.

If you can't identify any exercise-related interests, find a way to incorporate other hobbies. Avid readers can finish several chapters on a stationary bike before they realize they've just burned off their lunch in calories. If you are easily bored, experiment with a few different activities over the course of a few months. Rent bicycles, try yoga class, or take advantage of a trial membership at a nearby gym.

Remember, the more the merrier. Changing your routine is both refreshing and rational. "If you do only one sport, you train very specific muscles. Cross-training prevents injuries and improves overall balance and strength," says Steiner. When mixing up your routine, look for activities that use different muscles. For example, runners often benefit from biking or swimming, which are low-impact activities that work different muscles.

Go slow and low. Whatever activities you choose, focus on building up endurance first. "Try to go for low intensity and for longer periods of time," Steiner suggests. Start exercising for 15 minutes per day, and then gradually increase the time as you feel comfortable. Whenever you exercise, be sure to include a warm-up and cool-down period, along with gentle stretching for flexibility and injury prevention.

Get the right gear. Proper equipment goes a long way in making you feel comfortable and preventing injuries. If you are not working with a trainer, visit a specialty sports store for advice. Steiner says that appropriate gear -- such as good running shoes or a properly sized bicycle -- helps you keep proper form, which is key to staying injury-free.