running
Running is a great sport to take up. You burn the most calories running, so if you want to lose weight, that is the way to go. More than that, running is convenient. All you need is a great pair of running shoes.
Sure, if you are a serious runner, the rest of the gear makes a difference, but really, to run, all you need to bring along is a great pair of running shoes. When the mood hits, don on those shoes and go for a run.
Serious runners might want to look into breathable clothes for a more comfortable run. Of course, after that, you might want to shower and change into clean clothes because running generates plenty of heat and you'd sweat a lot to cool down. Stale sweat stinks, so you may want a duffel bag to carry your shoes, toilettries and clothes with you for when you go for your runs away from home.
Running helps you destress, clears your mind, boosts your immune system and so much more. So go ahead. Get your daily dose of vitamin R. (Running :D)