You can pay hundreds of dollars or more every month and get locked into a two-year programme with a personal trainer at any one of a dozen fitness centres around town.
Or, you can pay nothing and go hiking in the hills or running in the park, listening to birdsong instead of a Cindy Lauper remix.
If the great outdoors sounds more appealing, then remember that you also forgo showers, lockers and services such as a juice bar, newspapers, televisions and a snack shop - all the perks that make indoor exercise more appealing for the time challenged.
Then there's the heat and pollution you have to deal with.
So, which one should you go for?
David Weyburne, director of Iso Fit Hong Kong - a Pilates and Gyrotronics studio - says the most important thing is being able to stick with whichever approach you choose.
'It's very subjective. Some people like to exercise outside and some people don't,' Weyburne says.