I agree that diet makes a difference. Avoiding sugar is almost impossible over the holidays, but come January, I'm back to a strict minimal-sugar diet. I also need to reduce my salt intake, but that's actually harder for me than reducing sugar, as I'm a salt freak. I see my doctor in a month's time for an update. I'm down from 15 mg to 14 mg of pred a day, which is hardly significant, but if I taper down any more than a 1 mg per month, the pain starts to come back. Next week, I'm going to try going down to 13 mg a day, and so on.

Exercise is also important, as you noted. In fact, I've made a list of the things that affect my PMR pain, as follows, and will likely add to it as time goes on:
1. Sugar
2. Red meat
3. Processed foods
4. Lack of exercise
5. Stress
6. Lack of sleep
7. Damp chilly weather