As for skipping your period (going on to next pack of pills) - gynos have always told me this is perfectly fine, and even suggested it sometimes. I've done it a couple of times, and it worked *ok*, but not perfect results. There was still some light spotting and (milder) PMS symptoms, and my next period was longer and more uncomfortable. So it felt like I just postponed my period 3 weeks, rather than skipping it entirely. It's perfectly safe and sometimes useful, but I'm not sure I'd do it again.

Exercise does sometimes speed things up in the menstruation department, which is great (if you are adequately protected) - and like RoadRaven, I've definitely found it can alleviate cramps and bloating. NOT my favorite time of the month to squeeze into those bike shorts, however.