What are some of the better ways to increase physical endurance? I mean I assume it involves exercise, but what kind? Interval training? I'm also open to supplements that might help.

This isn't an age related thing, I'm not yet 30 and I've had this problem for what feels like as long as I can remember. Just tired of it, because it's a little embarrassing at times. If it's just crap lung capacity I'm not sure how much I can really do (on that note I don't smoke, either).

I've had someone recommend getting my testosterone levels checked as well?