There are many reasons for a shih tzu to enjoy exercise, and paramount among them is the potential for a vastly increased lifespan with a higher quality of life during those years. There are few things you can do that will have nearly as much positive impact on your dog's health and personality than giving her or him plenty of good exercise.
Of course, this is difficult for some dogs who live in highly urban areas or whose owners are gone for very long hours. Of course, now that you have a dog is not a good time to discuss whether you're in a good position to be a dog owner. Thankfully, shih tzus are very happy and friendly dogs who are very often fond of playing with their human packs as well as other dogs.
The most common means of exercise is through walking. Even when short, their hair is something of a seed and burr magnet, so their ability to get around in wooded environments is limited, unless you're willing to do a great deal of daily maintenance.
So, for most this means a walk on sidewalks or roads. Since they're so small, most shih tzus benefit from the use of harness rather than a simple collar and leash. Though they don't tend to start after other creatures as some hounds might, they are small enough that even a seemingly innocuous tug on the leash might be enough to hurt your dog and sour her or him on walks for a very long time.
It should be noted that many people who choose to give their shih tzus exercise outside find themselves bathing a bit more often than their housebound counterparts. This is largely because tangling and matting is more of a problem when there is dirt and oil in the coat. An increased rate of bathing from once a month to every two weeks is common.
Though their mouths are often not quite big enough for regular sized tennis balls, shih tzus do very often enjoy indoor sports that involve chasing a toy or ball. However, one should be careful not to call 10 minutes of moderate activity a workout. Your dog is relying upon you to know how much exercise he or she needs in a given day.
One should also consider that exercise isn't useful when done less than 3 times per week. In fact, it's not nearly as effective unless practiced every single day. Once they've gotten into the routine of taking a daily walk or run, most shih tzus will come to value this time of day above all others (except perhaps adoration hour), turning this into a very valuable time for you and your dog to bond and have fun.
For a young shih tzu, about 45 minutes to an hour of vigorous exercise daily is ideal, with 30-45 minutes sufficing for an older dog.. If yours shows signs of severe fatigue, work them as long as they can stand and try to do a little bit more the next day. Exercising your shih tzu is very much like any human exercise regimen - you might even find some benefits to your own health.