For my son, it helps him get the exercise he is supposed to be getting daily to burn off some of that pre-teen testosterone energy that he has going on right now.
Exercise doesn't have to be torturous. Find something you love and that you can stick with. I like going to the gym, but being a mom and home alone a good chunk of a time since I have a husband that travels for work, I cant always get there. Though I have been doing good at getting there at least 3 times per week. The weeks my kids go to their dads for the weekend I generally can get there 5. Hiking, for us, is a great way to exercise, is enjoyable, and is something we can all do together.
Granted my kids are older, they are 9 & 12, and can go further than they once could. They have been hiking since they were one year old though. When they were one, they were so excited and would just go trucking up the hills. They were fully of energy and enthusiasm. If/when they got tired, I would put them in the sling or back carrier.
Finding something that you can do as a family, will encourage your entire family to be healthy and also hopefully bind you stronger together and provide moral support for all. It could be anything, just get out there and move!