I told you to ask here so I'll start!
and hopefully others will contribute their experience too.
You can split exercise into two types, with two different effects on blood glucose: aerobic exercise reduces your blood sugar; anaerobic increases your blood sugar.
So for anaerobic exercise (weight-lifting, HIIT, etc), you actually may need to give yourself extra insulin. You need to work this out by trial and error. Usually people don't do anaerobic exercise for more than about thirty or forty minutes, so you can check what happens the first time and after that give yourself whatever you need in the way of a bolus just before you start or halfway through, in whichever way suits you best. Later on (4-11 hours later) you may need to reduce your next bolus or your basal, as your blood sugar can drop as your muscles take up more glucose as they recover.
For T1s doing aerobic exercise there are two routes basically - either increase your carb intake when exercising (maintenance of weight) or reduce your insulin (if you are trying to lose weight). Obviously taking in more carbs is the easiest. You just exercise, test before and then every twenty to thirty minutes and add carbs.
The second is a bit harder. If you exercise within a couple of hours of your last bolus, reduce the bolus by 50%. You may still need some carbs, depending on what you do and for how long. Or you may also reduce your basal. Some people say to keep your basal low for sixty to ninety minutes after you stop exercising. I don't do that. I turn it back to normal immediately or I my blood sugar gets high later.
Another option is to exercise four hours after your last bolus - no more bolus on board - and only reduce your basal.
All of the actual reductions depend on the person, the level of activity/effort etc, so you really need to learn step by step for yourself. Both Diabetic Athlete's Handbook and Think Like a Pancreas have charts suggesting reduced dosages for different levels of activity/lengths of time etc. But they are starting points for each of us.
There are also finer points. For example, as you get used to a particular activity, it drops your blood sugar less. Also you can consume a mixture of carbs and fat if you want a snack to boost your blood sugar for a longer time while you exercise. Some people eat bread and peanut butter, for example. (I just did a ninety-minute walk fueled by pizza today
Depending on that time you exercise you may also get a later drop in blood sugar so beware of night time hypos after exercise. That's often when your liver and muscles refill their glycogen stores. Personally I favor a cup full of low fat yogurt before bed because it has some carbs and also protein. Other people may have other favorites.