to toughen · to temper · to engage in physical exercise · to work out · (fig.) to develop one's skills · to train oneself

People living in a big city tend to lack exercise.

It's good exercise to climb hills.

She twisted her ankle while she was doing exercise.

I need to exercise more often.

As for physical exercise, although I loathe most sports (I think they're really boring), I do like going to the gym to lift weights.