Gah, I hate it when someone writes the exact same article I wanted to write - but it's happened.
Coding Horror has written an article on geek diet and exercise programs. He takes the famous Hacker's Diet as the starting point and looks at some fairly odd geek exercise techniques (see image to the left!) as well as more popular ones like Dance Dance Revolution and Wii Sports (and a World of Warcraft exercise bike!)
On a more practical note, he also links to a weight loss guide called "How to lose weight with a spreadsheet and a website" which has some useful tips. Certainly I can attest to the notion that the first month of habit changing is the hardest, but on the flipside, it gets easier after that.
Geek diet and exercise programs [Coding Horror]