If you are looking for a fun and relaxing activity for you and your dog, try Yoga... or rather Doga. I have never personally been to a class, but know a few dog owners who practice this regularly and just love it. This is not just exercising with your dog, this is a shared experience for the two of you. Some owners I've talked to love the calming effect it has on their dog, others really love the bond they feel it creates. If you would like to try Doga with your dog you can look it up in your favorite search engine for classes in the area or instructional video on the web.
To see a video on this story bark on the link: Bark!