I could go on all day about which specific types of exercise are best, but it really depends on the person. The key is to find an exercise that YOU enjoy doing, and make the time to do it regularly.
Personally, I enjoy powerlifting and grappling. There are literally zero days where I drag my feet and have force myself to go to the weight room, or to jiu-jitsu class. I look forward to these activities all day while I'm at work. To me, they are fun and rewarding.
Find a sport or form of exercise that is fun to you, and just do it, a lot. Enter amateur competitions if you can. Doesn't really matter what it is, as long as it makes you sweat. It will help keep you fit, relieve stress, and even help you meet people and make friends, making you a happier person all around.