Are there any types of physical activity I shouldn't do?

If you have diabetes complications, some exercises can make your problems worse. For example, activities that increase the pressure in the blood vessels of your eyes, such as lifting heavy weights, can make diabetic eye problems worse. If nerve damage from diabetes has made your feet numb, your doctor may suggest that you try swimming instead of walking for aerobic exercise.

Numbness means that you may not feel any pain from sores or blisters on your feet and so may not notice them. Then they can get worse and lead to more serious problems. Make sure you exercise in cotton socks and comfortable, well-fitting shoes that are designed for the activity you are doing. After you exercise, check your feet for cuts, sores, bumps, or redness. Call your doctor if any foot problems develop.

source: http://diabetes.niddk.nih.gov/dm/pubs/physical_ez/index.htm