http://www.straightdope.com/columns/read/2923/is-paying-attention-to-the-air-quality-index-crazy
I think Cecil didn’t quite address the actual question, at least as I understand it. Sure, there’s no doubt that bad air is bad for your health. On the other hand, there’s no doubt that exercise is good for your health. The real question here is not, IMO, whether you should exercise in good air or in bad air, but rather - given bad air - whether you should exercise or not. And in that case, there’s a trade-off between the health advantages of exercise and the disadvantages of bad air. But the bad air is a given in that situation.
So the question (my question, at least) is: Does exercise aggravate the adverse health effects of polluted air? Here we should distinguish short-term and long-term effects. Cecil only addressed short-term effects, which are different for different people, depending on their sensitivity. But let’s assume that littleWaki’s brother does not experience any immediate effects when he jogs through the smog. What are the long-term effects?
Again, it’s not about what kind of air you wish for. My question is: Do the (adverse) long-term health effects of polluted air increase through exercise, and if so: to what degree do they increase, and does this outweigh the beneficial effects of exercise as such? Keep in mind that you will inhale all the pollutants even if you don’t exercise, you’ll just do so a little more slowly.
As a comparison: We all agree that second-hand smoke is bad for you. But given that you have to spend time in a smoke-filled room, should you breathe normally, try to breathe less, or stop breathing altogether? There’s a rather similar question that I think was discussed in the Straight Dope once. I can’t find the column, however, so maybe I’m wrong on that point. I do remember both the question and the answer, though: The question was whether you should shut down the ventilation in your car when you’re in heavy traffic to keep out all the exhaust fumes. The answer was that you should keep it open even though you’ll draw the fumes in because it would be worse to use up all the oxygen in the car and not replace it.
So, referring back to the original question, it would not seem implausible that the added intake of pollutants through exercise in bad air is less significant for your long-term health than a possible lack of exercise (short-term effects excluded). Cecil never addressed this thought.