Doing exercises the cater to riding helps I find. In other words, exercises that strengthen the core, aerobic exercise as well obviously, and others that help with leg and arm strength are good. I am getting into better shape and losing weight thanks to a personal trainer who is a twin brother to a sadist :), but, I have a ways to go. I did a test ride on a horse yesterday and despite the water and being careful not to over exert (either me or the horse), 20 minutes later when I got off the horse I went into standard heat stress. Had to take advantage of the owner's air conditioned house for nearly an hour before I could drive home; embarrassing but we had a very nice chat. I've ridden in high heat before (lived in Louisiana for nearly 8 years) and only once before had that type of reaction but at that point I had been riding in a show in Louisiana summer temps on three different horses for roughly a six hour day.