Partly because I've always wanted to try a mini-Triathlon
and partly because I'm beginning to get minor wear and tear on my body from exercising every day, I've started cycling, swimming and running. It's easier to follow the 10% rule that way too. (Don't increase your exercise routine more than 10% a week.)
My current exercise media of choice for the 3 are:
Running - Podrunner with Nike+ and iPod Nano (just donated to Podrunner)
Swimming - Ambient music on my SwiMP3 (taking a rest while my shoulder repairs)
Cycling (Stationary) - Lost, 24 and other TV episodes and videos on iPod Video.