It depends on the type of exercise, running would be terrible for your knees, but cycling is good (if you on't take it to extremes!). Same with weight training, in moderation it will get the joints moving but if you try to lift like superman, you run the risk of making them worse. I am sure that everyone is different on this, but one thing I had noticed was that the pain was worse in the morning. Once I had been up and got the joints working it eased up. This is where the physio and exercise came from. I've heard the same thing from a few other people through the years.
I also used to take the drugs they prescribed, but I found that once I got my fillings changed to get out all the mercury, I was able to drop the drugs without that much difference! There was something on TV in the late 80's about how mercury in fillings affects your immune system, and arthritis is an autoimmune system disease. There have been various debates both ways, but I know that a year after I had it done I felt better and was told my arthritis was in remmission. Again this might not be something you want to try (or you may have already tried it), but for me it seemed to work.
