According to ayurveda exercise should not strain or over-exert the body, it recommends exercising up to one-half of your full capacity.
Here a few activities recommended for each dosha.
For Vatta doshas:
Aerobics, low impact. bicycling easy, dancing, gymnastics, swimming, tai chi, walking, hatha yoga.
For Pitta doshas:
Archery, basketball, bicycling, football, ice hokey, ice skating, martial arts, mountain climbing, skiing, soccer, surfing, tennis, hatha yoga, weight lifting.
For kapha doshas:
Aerobics, basketball, bicycling, football, jogging, rock climbing, rowing, running, tennis, hot yoga, kundalini yoga.