A good structured exercise in which you will see a real improvement: NHS Couch to 5K.
A nine week programme, three times a week, mixing walking and jogging to get you to the point of being able to run for thirty minutes straight. You can download for free a series of podcasts for each of the runs to listen to as you are walking/running.
It really works! Dont be worried about your weight. I was 21st9 when i started it, and four stone lighter at the end of it. I found it worked well with slimming world, the combination of both i believe really boosted my losses and made me feel fantastic.
That's in my blog too! I had never run in my life but following the nhs c25k from dec-feb and I'm now running 3 times a week and planning a marathon next year. It costs nothing to run but do invest in a good pair of trainers (no more than £40).