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While I'm not a big fan of most contemporary "dance-rock" (I cannot fathom why everyone raves about LCD Soundsystem), I do think !!!'s Myth Takes is one of the best CDs of the year, and perfect for exercising and other booty-shaking.
My fiance is the workout champ in the relationship, while I'm pretty much the music nut, and she enjoys sifting through our substantial digital music collection to load up her iPod nano when it is gym time. Some recent favs (besides the aforementioned !!! CD):
Caribou's Milk of Human Kindness
R. Kelly's "Bump n Grind"
Ginuwine's "My Pony"
AC Newman / the New Pornographers
ditto on the people who mentioned Can, I'm guessing fellow krautrockers Neu would be good for running to as well.