So, here's a fun one. There is little in the way of a formal school of thought on how a knight should exercise, but what we do have comes from the 14th century. We get training manuals with how to use weapons, with some suggestions on how to train in various fechtbuchs and the like. Filippo Dardi an Italian fencing master suggested that a man training to fight with a longsword should practice for two hours every day, including Sunday and other holidays/days of rest.
However, once you've mastered the art of combat the training was not over. The famous french knight Boucicaut had his workout regiment listed in his biography. Now, it should be noted that Boucicaut was considered a particularly formidable and strong man. His workout went like this:
Basically a lot of rigorous endurance and agility tests, while being weighted down by your military equipment.