Once upon a time, I heard someone recommend yoga and/or pilates as the best excercises for equestrians (and there's even a book called Yoga for the Equestrian). I believe it is still true.
Be careful about making one leg stronger than the other. Some times the weaker leg causes the issues, but it can also be the stronger leg (always tight on the horse - maybe even sending a stronger signal than the weak leg you are trying to use). This is why you also need to work on fell and flexibility as well.
The way I exercise most often is with my Wii, lol. There are the exercises that came w/ the Wii Fit, and a "game" I found called ExerBeat. A bit goofy, but it has all kinds of workouts - including boxing, karate, yoga, stretching, and 3 types of dance.