Hi,
I agree totally with the lots of testing part. I gym 3 times a week, it does take a while to establish a pattern specially since your sugars will fluctuate based on the TYPE of exercise you do. If you do CV with cortisol and adrenaline releasing into your blood your sugars tend to rise, if you do strength training you drop when your body is not used to it (i.e. new exercises), but when it gets used to it the drop is much smaller if at all present. These are very very general rules, since you will respond differently. For us gents too the increase in testosterone will make us more insulin sensitive so each unit could be either more/less effective depending on how much a boost in the hormone you get.
What I do is usually have my glucose tablets with me and my test kit and check every 30mins or when I don't feel too well. Sometimes it is hard to distinguish what the symptom of a hypo is against one of muscle fatigue so best to check, but if I suddenly loose all strength out of the blue that's often my cue to a hypo. Try to exercise with someone who knows you have diabetes to start off with, it can help a lot.
Hope that helps,
Frankie