At It's PAWSible! our motto is "A tired dog is a good dog." The times that you will have the most struggles with your new puppy is when he or she has not gotten enough physical exercise or mental stimulation.
Although it's not a good idea to take your new puppy jogging, taking a long off leash walk in the woods would do him wonders. Just bring along plenty of good treats and make sure your puppy knows you have them. If you are uncomfortable with your puppy off leash, try a flexi-leash or attach a 10 foot clothesline rope or heavy string on his collar. This way, if he gets further from you then you are comfortable, you can easily re-gain control.
If you know someone else that has a small puppy or a gentle older dog that likes to play, set up lots of play dates.
Remember that activity does not have to be all about exercise. Think socialization and training and take your puppy to a busy shopping center or for a downtown walk. Bring lots of tasty treats and introduce your new puppy to as many people as you can. Don't let him jump all over people!!Teach him early on that the best way to get attention is when all four feet are on the ground.
This leads me to socialization of your new puppy! This is so important. Often times when doing behavioral consultation with a shy or timid young puppy, it is not unlikely that I learn that the puppy was at the breeder's house or at a pet store beyond 3 months of age. The first 3 months of a dog's life is a critical time for socializing to other dogs, people, horses, cats and anything else in the world.
The most difficult social behaviors to fix are those that relate to people or dogs. If someone brings a dog under the age of 6 months to me that is unsocialized, it is possible to fix that puppy but only by desensitization to whatever he is afraid of or unsocialized to. This requires some careful work with a qualified behavior consultant (Me!)
Here is where prevention comes in: you want to be proactive rather than reactive. Get your puppy out around lots and lots of people and other dogs. Bring along lots of wonderful treats and reward friendly happy behavior.
Don't forget to socialize to other things as well, such as your veterinarian's office and riding in the car.