Research has shown that exercising is good for one's sex life. And while general physical well being is, of course, good for sexual enjoyment, specific workouts aimed at strengthening the right body parts can make a huge improvement.
Strengthening the Kegel muscle, which regulates water flow when you urinate, can greatly increase sexual pleasure. "Kegeling improves the quality of orgasmic responsiveness, and intensifies and strengthens orgasmic capabilities," especially in women.
A personal trainer has developed a "Sexercise" workout, found at the asimba.com site. It is "based on the premise that you need to be flexible, have good cardiovascular capability, and be strong enough to hold yourself in various positions."