Forty years of population studies have shown that physical activity can protect against coronary heart disease (CHD) in men of middle and early old age. Vigorous aerobic effort was required for protection of British civil servants; high levels of other activity usually accompanied this. Serious methodologic problems are illustrated from studies of these British office workers, elite Harvard alumni, and U.S. men at high risk. Because of uncertainties in defining optimal exercise, the strength of protection may be underestimated. Some possible lines of advance are suggested: collaboration between physiologists and epidemiologists to expand the content of activity information beyond caloric costs; study of sweating and hard breathing as indicators of activity that is “vigorous” for the individual; focusing on coronary thrombosis, hypothetically the principal focus of protection; a shift to measurement of cardiorespiratory, endurance fitness; and randomized trial, e.g., of high risk men with low HDL-C and high fibrinogen levels. Responding to public need and the opportunities, physical activity could be today's “best buy” in public health for the West.