Any type of vigorous exercise you haven't trained for: This can range from shoveling snow to biking 20 miles on the first spring day. The excessive adrenaline that's released can prompt a heart attack in those at risk. For the same reason, never exercise hard without warming up.

Finally, don't let science (or even me) dictate your exercise. Research may show swimming is tops, but if (like me) you don't enjoy it, then don't torture yourself. Find something fun that you'll do consistently. Your mood will get a boost as well.