Are you trying to improve for a sport? Then maybe you should figure out which exercises will supplement that the best and work with that. Or maybe this is something more general, like getting buff or strong, or maybe you want to be able to run for days on end. Unfortunately, you can't train all these types of fitness at once.
Endurance
Do you want endurance? Well that means you are going to be trying to stimulate your type I muscle fibers, AKA your slow twitch muscle fibers. These fibers aren't as large as their fast twitch counterparts but they do have their own unique role of allowing one to sustain stress for a long period of time. In order to gain endurance you will also want to be working on your heart, generally in the form of cardio. If you want to do weight training then you'll probably be focusing on doing high reps with less weight.
Strength and Speed
So yeah tearing phonebooks in half and bending iron rods with your bare hands is pretty cool too, so how do you get that? Well, strength, speed and explosiveness is generally found in the form of fast twitch muscle fibers. Sorta the opposite of endurance, you'll want to focus on doing sprinting and very heavy resistance for only a few reps to gain strength. Some people shy away from this thinking they aren't making any gains because their muscles aren't sore, but that's because they have a misconception of how strength and muscle works together.
You see, muscles do not produce linear strength. This is why the 150 lb powerlifter can outlift the 300 lb bodybuilder. First, lets look at the flight or fight response. When you are undergoing an adrenaline rush you get stronger, faster and smarter. If you have the capability of doing this, then clearly you are not using 100% of potential otherwise. That's because your CNS restricts you from preforming at a level which may damage you. It doesn't want you to bench 315 because that's *scary*. So what you need to do to get stronger isn't really build muscle, but rather convince your CNS that you are capable of doing what it thinks you can't. This comes from doing really, really heavy, hard things.
Cardio
The heart is your most important muscle. Having good cardiovascular function will provide a plethora of benefits ranging from immune system strengthening to improved social activity. No matter which other type of fitness you pursue you should always do some sort of running/jogging/biking/whatever in order to keep your heart strong. The human heart beat is finite!
Flexibility
Similar to how you only use part of your muscular capacity, you only stretch as far as your body thinks is safe. Flexibility is a very easy part of fitness to implement within one's routine. Convenient times to stretch or do yoga would be in the morning and after (not before) exercise. If you do any form of stretching other than dynamic you risk tearing soft muscle tissue, which could lead to injury during exercise.
There's are lots of different pursuits that you can have with your fitness, but as long as you focus on the right areas you should be able to apply the same simple concepts to all of them.
