I do a lot of things, depending on the time of year, how much time I have on my hands, whether I'm trying to lose weight, increase flexibility, increase strength or just have fun.
I lift weights a lot - I have ever since I was in high school. I've been somewhat overweight at times, but I've always had decent muscle mass ever since I started lifting. That has never been a problem. These days I try to work on flexibility a lot, and I've found yoga to be an absolute fucking blast (and it's tough as fuck, too - especially if you do it right). I've enjoyed active hobbies such as mountain biking, water skiing, SCUBA, basketball and many others at various stages of my life. I still do swim a lot - especially from January to March or April, when I'm getting ready for my annual Swim for Diabetes, in which I've managed to improve pretty much every year since I started (about ten years ago). The last few years, I've managed to complete about a three-mile swim in just under two hours (straight through, without stopping). Just prior to my swim training last year, I did the P90X program, and lost about 25 pounds. It felt great. I learned a lot from that program, and I'm planning to do it again in about a month, I think.
I always try to eat right, but that sometimes comes and goes with the seasons, holidays, whether I'm feeling good about what I weigh at the time, whatever. Sometimes I'll go through a phase where I ease up on the discipline for a while, if I've really done well recently. Sometimes those phases last longer than they should.
I generally avoid fatty foods. I never eat potato chips, but I do have a weakness for ice cream. I really try to watch my carb intake, unless I'm planning on being active immediately thereafter. I try to eat fruit, low-fat / low-sugar yogurt and other healthy snacks, several times a day and eat smaller meals in general. I try not to eat late at night. Pretty much, the only fast food I eat is the Burrito Bol at Chipotle (or the equivalent at another burrito place, if a Chipotle isn't around), and I skip the guac and sour cream, get chicken instead of beef or pork, and black beans instead of pinto. Simple choices sometimes make all the difference when it comes to diet. I don't drink alcohol (anymore), but I do have a weakness for Diet Pepsi and Coke Zero. Sometimes I phase them out, but so far I've always found my way back into their cold, fizzy embrace.
The bottom line for me is, I can't be perfect, but if I do some things right, a lot of the time, and try harder when I need to make up ground that I've lost, things seem to work out well. I know that hard work and discipline pay dividends, so now I have no excuses for being out of shape and feeling like shit. When I put in the work, I get results. When I don't, I don't. It's that simple.
Oh, and one more thing that most people don't think about - especially when they're young (myself included) - rest. I need to get at least six hours of sleep a night (preferably seven or eight) on a regular basis, or all the work I do just ends up being over-training, and then I get injured and / or sick. Speaking of injuries and rest, if I get hurt or sick, I have to fucking take a break and let my body heal. I always want to be in there doing something to make me stronger or faster or leaner, but sometimes the answer is to just slow down or even stop for a while. I'm bad at this, but I'm learning.