Prostate cancer affects 1 in 7 men. Half of these men will be treated with androgen deprivation therapy (ADT), or hormone therapy. ADT slows disease progression and prolongs survival, but it also leads to worse quality of life (QOL), increased fatigue, loss of strength and fitness, osteoporosis, and metabolic effects. Prior research has shown that individually supervised exercise helps improve these side effects. Other forms of exercise, such as supervised group exercise or home-based independent exercise may be just as good and considerably cheaper to implement across Canada. However, these types of exercise have never been compared to individualized supervised exercise, and a formal analysis of costs and benefits has never been done. A major challenge in implementing an exercise program is helping people to keep exercising after the formal program is done (typically 6 months). The factors that make a cancer survivor more or less likely to continue exercising are not well understood, which makes it difficult for health professionals to help a cancer survivor maximize his chances of gaining the benefits of sticking with an exercise program. In this randomized trial, we will compare three different exercise programs for men with prostate cancer on ADT. The formal exercise program will be delivered over 6 months. We will measure QOL, physical fitness, bone strength, and metabolic effects. We will look at various psychological factors that may predict the ability to keep up with exercise, and we will monitor how much exercise men do, along with health benefits (QOL, physical fitness, bone strength, and metabolic effects) both during and after the 6-month program. Finally, we will do a formal economic analysis of each program. These results will be enormously useful in understanding what kind of exercise program is best from both the patient and government (i.e., health funding) perspectives, as well as helping cancer survivors continue to exercise long-term.