Exercise is a very important part of keeping your dog mentally and physically healthy. Regular exercise keeps your animal trim, agile, limber, and mentally alert. Physical exercise improves his joint health as well. Take him to the dog park where he can play with other dogs, too, because dog experts say it is good for his socialization skills. If your dog belongs to one of the larger dog breeds like Labrador or German Shepherd, leaving him in your back yard does not guarantee that he will exercise on his own. Take the time to exercise together as part of your daily routine. Think of it as happy bonding.