Hi modano and welcome to the tribe
if you're going to follow the phases, you may find you need to decrease the amount of exercise you take during the early days, as you will be drastically reducing your carb and calorie intake and this may make you fatigued. However, once your body adjusts and reverts to burning fat, you should find your energy increases, at which time you can step up your exercise again.
Exercise by doing what you love, playing hockey, or any other sports, go to the gym if you like the gym. I think the most important thing about this lifestyle is experimentation - there's not really any 'formal' exercise plan, though there is a section of this website dedicated to some Paleo exercises - they might be a good start.
I went over the park with my ten-year old nephews at the weekend and spent a couple of hours running, playing catch, fighting (getting kicked in the face...

) and it was fantastic exercise, but most importantly it was fun - I didn't realise I was exercising until I woke up on Sunday and could barely move my legs!
Hope these ramblings help, and be sure to get in touch with any other paleo lifestyle questions.
Falcon