"I want to get in shape, but I don't know where to begin. What should I try?"
Many have wondered this, and part of the confusion comes from the bewildering array of fitness programs: P90X, yoga, pilates, running, body-building, swimming, beer keg lifting (yes, this is a sport). My answer to this question is, what shape do you want to be? Looking at professional athletes is a good indication of where a particular discipline will take you. Runners are extremely thin, with almost no fat and large, muscular legs. Cycling gives a very similar result, though not quite as skinny. Swimmers aren't as thin, but they have smooth, muscular bodies with broad shoulders and strong arms. Yoga will make you very flexible, with even muscle tone all over. P90X aficionados are bulky but cut, with sharp, clear muscle definition.
The broader question is what are your fitness goals. If it is just to be healthier overall, then consistently doing any sport is enough. But you probably have something specific in mind. Let me address a couple of common goals:
1. I want to be thinner. The key to this one is volume. Pick something you enjoy doing and stick with it. Aerobic sports like running, biking, and swimming are a good idea because they keep your heart rate up for long periods of time. A trick to this is working out at medium-low intensity (still breathing heavily but not extremely hard), because at lower speeds your body chooses to burn a mix of fat and carbohydrates instead of just carbs.
2. I want to be stronger. This requires high-intensity work-outs. The traditional weight-lifting routines have you pushing hard for as little as ten seconds at a time and then taking a short rest. I've experimented with a lot of different techniques over the last few months, and I am more and more convinced by workouts that simply use your body as the resistance. P90x and other similar systems work all of your muscles in one workout, which is a lot more compact then lifting upper body one day, legs the next day, etc. Yoga also does a lot to build muscle, often in places you never even thought about. The more I explore yoga, the more impressed I am with it.
There are lot's of different goals, so think about what you are shooting for and that can help you figure out how to get there. A couple of tips:
First, consider starting with something that works primarily your lungs. They are what moves oxygen to your muscles, so if your cardiovascular system is particularly weak, then that can keep you from being able to do other things. I think we have all played a pick up game of basketball or ultimate frisbee to find that our lungs are burning after only a few minutes and it is really hard to keep going strong.
Second, start small! Many people hate working out because they feel it is torture; if it is that painful, you are pushing too hard. Pick something that you know you can do, like a light jog or 15 minutes on an elliptical machine, do it consistently, and gradually increase the volume. Your intensity level should stay pretty constant, because as you get in better shape, a hard but doable workout will be longer and faster.