Definitely exercise. Gym is good, if not street is fine. Note I said exercise and not weight lifting. You can build muscle if you want to, that's attractive, but just being fit and healthy is also attractive and makes you feel good. Have you seen how fit and toned marathon runners are? Exercising like swimming and running will increase your bone size and muscle mass anyway...eventually. It's slower than muscle building but look at seasoned runners, massive leg muscles. You can build muscle, but you could have shit fitness and still have heart related problems in the future. Actual exercise cuts that down. I've even spoke to hot girls (hot in my opinion but I'm sure 99% of you hear would agree they were hot) and some of them even said they don't like big and bulky. Just not skinny and nice and toned. Running, you will notice an improvement in your fitness dramatically in weeks, TRUST ME, muscle building takes a long time and can be hard to keep motivation when you see little results quickly
Groom well. I probably have more toiletries than a woman. I look after everything from my eyebrows to fake tan. I exfoliate, moisturise all that kind of stuff. But then my skin feels and looks great and my face doesn't look dull, it looks energised and as attractive as possible. Women have noticed it. Say what you want, but it's a modern world and looking groomed and tanned makes you look healthy and if you're healthy you are attractive. For the record, I dont' use make up.
Get good style. Note I said style and not fashion. Fashion changes quicker than the weather. And nobody dresses like those ridiculous looking models on the catwalk. There are plenty of male image consultants on Youtube if you need a point in the right direction.
For confidence building, there's a book called Confidence by Dr Rob Yeung. Transformed my life, no exaggeration it literally changed me. When I met up with people I hadn't seen for years about 5 people said how much I'd changed and they preferred the better me. Everyone says "be confident" well what the fuck is confidence? Do you truly know the definition of what confidence is and isn't? How exactly do you build it equally? Not so you're super confident with women but have no confidence when you want to return the faulty TV you just bought. You probably won't be confident walking into your boss' office asking for a pay rise. This book will give you confidence in all areas of your life. It's overall confidence that is attractive. I'm sure world pro golf players are super confident if you put their ball on the freeway 100 yards from the hole, but if they can't stand up for themselves or talk to strangers then they aren't attractive (some world pro golfers do have sexy wives but I think that's more to do with their status than confidence). I believe Fuze wrote a thread about something like this, he used an analogy of pillars, pillars being areas where you're confident. He then talked about building up multiple pillars to support yourself rather than just 1. If he's reading this I'm sure he'll point you in the direction of the thread.
Go outside your comfort zone at least once a day. Like when you think "ooo should I say that or shouldn't I??" just say it. It's hard but do it. An example was I was on a course and all of us on the course were in rooms next door to each other. I knew one guy wanted to go out for pizza from a very brief conversation I had with him when I met him. I was too nervous to knock on his door, didn't want to disturb him. He had 3 massive exams the next day. But then I realised they were excuses for me not to go speak to this stranger. My point is, if you feel yourself not having a 100% valid reason for not doing something then it's probably an excuse and do it. This is confidence.
Talk to random strangers. Start by saying good morning in the hallway or something. Build it up eventually. I was at McDonalds not so long ago, waited an absolute age for my food and when it came it was the wrong order. I just sparked up a conversation with the man behind man, I made a joke that it's meant to be fast food. We were all fed up with the service. And voila you have rapport and a conversation going.
I'd recommend The Attraction Code, but TBH I have a strong belief that you need a decent level of confidence to start PUA. You could have zero confidence to start, but it just makes things harder in the long run. Both at the same time perhaps? Confidence is more than women, confidence is the key to success in life.
Something that is often missed is being positive. It's shows confidence and it's an attractive trait. On this course I was talking about, everyone was very negative about their exams and how they'll do. This one guy wasn't optimistic saying "yeah we've all passed easy stuff" it was more like "we did our best, what's done is done let's not dwell on it and focus on tomorrows exams". I'm a straight guy and even I found this guy quite alluring. I then found myself copying his body language without realising. His energy lifted the groups mood. Attractive trait.