Our cardiovascular system involves your heart and the arteries and veins that bring blood and oxygen to and from the heart and the rest of the body--and therefore, by improving the ability of this system to work, you will not only have a greater ability to perform your daily tasks, but you will become less breathless during exercise as well. While strength training can increase muscle tone, it has been found that low to moderate, sustainable exercises such as walking, biking, or jumping rope are the best way to improve the quality of your cardiovascular system.