Which would you rather do, diet or exercise? Generally you could do both, but most people lean one way over the other. For example, if you exercise a lot you won't really need to diet. Then a lot of the diet programs out there are tailored to not be combined with exercise. Clearly, the best way is to do both, but if you were only going to do one, which would it be? Exercise for me. I don't want to have to worry about what I eat more than common sense portions, etc. If I want cake I'm having cake. I don't want to have to add points for it or whatever.