A program of regular exercise and activity is none the less important for maintaining both physical and emotional health. By all means, run, walk, swim, hike, bicycle, lift weights, and even climb mountains. Keep at it, and make it part of your lifetime self-improvement project. If you are fit and feeling fine, you will have a better self-image, take pride in your appearance, and be more confident of your ability to cope with life's little surprises. Dealing with people, and with women in particular, will seem less formidable.
If you wish to transform your life, the principle remains the same - work on yourself first, then let the changes ripple out from you into the outside world. This is as true in the matter of "upgrading" your physical appearance as in all other things.