After controlling for differences in gender, educational achievement, and exercise duration among a sample of 7,248 Americans 18-34 years old, we found that runners-joggers-fast walkers (RJWs) and tennis players were less likely to be obese, smoke, consume large quantities of alcohol, and drive without seat belts than those who participate in team and an aggregate of other sports. These behavioral differences might be explained by imprecise data, intervening variables such as exercise intensity, or other variables that were not measured. But a more interesting explanation is that running-jogging-fast walking and playing tennis are integral components of healthy lifestyles, and team sports and some other exercise behaviors are part of riskier ways of living. No consistent association was found between duration of exercise and behavioral risk.