I think it depends on whether or not you like exercise :)
For me the gym is very helpful. To comfort myself, I think of my panic disorder as 'extra energy' with no where to go. By going to the gym I am able to burn off alot of energy and in my mind, that relieves the panicky feelings.
I think the excersise can be very helpful, just don't push past a level you're comfortable with. Have a really long stretch first, or try a yoga class, then work up to a more intense workout.
Good luck! :)
