Weight training is the best specific type of exercise for men. Overall, lifting weights will give men the most bang for their buck.
Most men want to be strong, lean, and muscular. Those who play sports want to be fast, powerful, and resistant to injury. Lifting accomplishes all this and more.
As the world has become more "civilized", outlets for natural masculine drive are few and far between. Most men look for vicarious outlets- video games, books, movies, sports, etc. There's nothing inherently wrong with these things. Lifting is a better vicarious outlet because it will improve other areas of your life. It can teach you to be disciplined and to not quit when the going gets tough.
Grandpa had to physically take care of the family, the house, the farm, his job, and his community. There were plenty of "real" outlets for his natural drive. Nowadays, very few men use there bodies for their jobs or anything else for that matter.
Lifting weights increases growth hormone and testosterone, will improve your drive, motivation, energy, aggression, and focus. Biochemically,it relieves stress, anxiety, and depression.
Perhaps most importantly, lifting weights taps into the primal need most men have to do something vigorous with their body.