How you exercise is as important as the exercise itself. Lets take weight lifting. If you do it wrong, bad form, too much stretching of the muscles, not enough downtime in between reps, you can make the muscles weak. The microscopic tears you are making because of the lifting itself wont heal properly.
Cardio of any kind is great for your body. It doesnt just allow you to lose weight, it strengthens the heart muscle and other muscles just by being in use.
Pilates or yoga , martial arts , tae bo, any exercise in general is beneficial for your body. Just remember to listen to what your body says. If it hurts, stop for a moment or two, give your body time to get the oxygen back into the muscles you are working.
Stress. Everyday stress of life is reduced greatly by working up a sweat and just moving your body for awhile. It allows you to have time for you.
Diet. This is very important. Our bodies and minds are literally working from the inside out. If you dont feed your body properly, nothing is going to work well in the long run. A good exmaple: The brain holds the most abundant supply of essential fatty acids ( Omegas ) than anywhere else in the body. The brain needs them to survive. We get this from cold water fish and other sources. How often are you really eating cold water fish and oils like flax, primrose, borage, sesame etc etc. Not to mention essential fatty acids need to be consumed in the proper amounts, a ratio between them all. A great way to get enough of these is by getting a supplement from your local health food store. Make sure it is from the refridgerator in the store, essential fatty acids are sensitive and cant stand heat. On the shelf they rot. Dont ever buy one off the shelf.
This example is one of many for proper diet while exercising and maintaining sound mind in our daily lives. I strongly suggest going to your library and checking out or go buy a health book that is stictly related to natural healing and the exercise needed for proper health.