Do you break out when you work out? Has it ever discouraged you from exercising?
For the face If you're the spinning-class-in-waterproof-mascara type, you may be making the mistake of not washing off your foundation and concealer before workouts. If you run outdoors, make sure the sunscreen you're putting on is noncomedogenic. After your workout, rinse your face with cool water and use an acne-focused cleanser, and at night, use a spot treatment on your existing acne. Do yourself a favour and keep it simple - using every acne product under the sun will only lead to irritation.
For 'backne' and those irritating tiny chest dots To prevent body breakouts, try to shower straight after your workout using a body wash with salicylic acid. A benzoyl peroxide spot treatment at night might be too much for your sensitive chest skin, but definitely use it on your thicker back skin; just make sure to wear an old T-shirt to bed, peroxide will bleach the fabric.
Keep in mind that once you've got a pre- and post-fitness skincare routine down pat, the stress-reducing effects of exercise should help to reduce breakouts overall.