The interest in fitness and physical health in professional golf has exploded in the past twenty years. Gone are the days when players would have a few whiskeys in the clubhouse after the round. The only time golfers in the 60's stretched was to pick their ball out of the hole. In the early days it was Gary Player who was the only golfer who cared about working out. Then Nick Faldo trained to get his stamina up to the level of an Olympic cyclist. More recently, Tiger Woods became the most athletic golfer around and others such as Camilo Villegas have become known as much for their chiseled physiques and bulging biceps as their golf swings.
While you might not need to be a professional bodybuilder or an Olympian to play 18 holes, improving your stamina will help you stay strong for the last few holes and will help you score lower.
Ignoring strength for a while, the two best sporting activities you can do to improve your stamina for golf are walking and cycling. Long walks of 1-3 hours will get you fit enough for golf in no time. You can make this more pleasant for yourself by walking with a good friend and having a long talk or walking along a trail that is particularly beautiful such as a trail through the woods or along the coast. You could take your stroll a step further and do power walking where you up the pace a bit and carry two light weights in your hands.
Cycling is great for strengthening your heart and improving your cardiovascular system and is the favorite sport of two aforementioned "fit" players: Nick Faldo and Camilo Villegas. Again, you don't have to buy a road bike and train like a "Tour De France" winner, just a gentle ride for a few hours on a Sunday is more than enough to improve your stamina for golf.
By using a hand-held training device, you can increase your lung capacity by breathing against the resistance provided. The advantage of using these "lung training" devices is that you can train from the comfort of your own home and improve your stamina for the golf course.
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