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3 Seems like the best option to me. However I have a feeling more could be brought out of this by twisting her question slightly - maybe you could use some sort of metaphor about practicing or training for boxing, wrestling or martial arts. Off the top of my head answer "Yes I love nothing more than working my body into a sweat, running, pumping iron, and getting my blood racing ready for my next conquest" Something physical with some sexual undertones.
I'm with the majority on this one I'd go with option #3. Skypirate and I as usual see eye to eye.

I like the idea of using your response with some sexual undertones with women online. It can be a lot of fun and can yield some impressive results.