There are two main types of exercise: cardiovascular and strength training. Cardiovascular exercise, which is also known as aerobic exercise, targets your heart and lungs and includes activities such as walking, running, cycling (or spinning), and swimming. Strength training, which is considered anaerobic exercise, targets your skeletal muscles and includes weight lifting, sprinting, and isometric/plyometric exercises. So the type of exercise you should be doing depends on what you want to accomplish by exercising.
You need to determine your fitness goal before you can figure out what type of exercise regimen you should ascribe to. Most likely, your body type will play a factor in determining what you hope to accomplish through exercising. Both types of exercises are excellent for your health, but cardiovascular exercises are more closely associated with the overall longevity of your health and quality of life, while strength training exercises strengthen your muscles and bones and improve your metabolism.