I get asked this question almost every day.
The answer is super simple - do whatever you like to do and whatever you'll keep doing.
You love running? Do it, it's great for you. A recent study reports that people who run tend to live about three years longer than those who don’t.
Love getting a pump? Awesome - do it! It's good for you. Resistance training has been proven to improve bone density. https://www.ncbi.nlm.nih.gov/pubmed/9927006
Maybe you like getting your cardio on the machines while watching Netflix? Excellent. Cardiovascular health is increased by exercising. It's been proven over and over.
Like to get funky on the floor? Awesome - Zumba has been shown to improve the health of overweight and obese Type 2 Diabetic women - and we all know that Zumba is really just aggressive raving with the lights on.
What about the magical art of kipping? "CrossFit, just as any other high-intensity training, increases VO2 max, strength, musculature, and endurance, and decreases lean body mass. With proper training and incremental increases in intensity, CrossFit can be an effective form of exercise for healthy adults looking for a diverse workout routine."
I do CrossFit - I love it so much I've pretty much made it my life and opened CrossFit 305 in 2008 and CrossFit A1A in 2011 and CrossFit 262 in 2014. I do it 5-6 days a week, love the class atmosphere, love the challenge and the camaraderie and the intensity - but I also realize that even though anyone can do it, it's not for everyone.
Bottom line - the human body was made to move, so move it! There is no "One Weird Trick" or "Seven Secret Ab Exercises" that will make you fit.
Ya just gotta move! Sure, there are good ways and standard protocols, but it's more important that you move vs. procrastinate movement while looking for the perfect way to move. So, what exercise should you do? Any.
How important is exercise? Very.
How many times a week should you exercise? 3-6 depending on age, training age and goals.
How long should I exercise for? 10-90 minutes, depending on time available and level of fitness. Some is better than none and a very intense 10 minutes can do a lot.
Listen to your body, find things that excite your mind - and enjoy the gift of movement.