Just my 2p!

I have worn contacts since I was 9. I had 3 monthly replaceable ones, soft contacts and had to put them in every day and take them out every night. My eyesight wasn't that bad and eventually I got so lazy that I stopped wearing them. That and I became allergic to the chlorinated cleaning solution that I used. For that reason I have to wear goggles in the pool whatever
Then when I was at Uni I started getting headaches from using the computer too much and straining my eyes. I went to get those ones you can leave in 24/7. I think that's what you mean by extended wear. I change them once a month and forget about them. My eyesight's not so bad that I'd remember to put them in every day.
As for exercising in them, when I first used to wear them for exercise I think they'd kinda steam up or dry out or something and they'd move around a bit, but I haven't noticed anything like that for a long long long long time. Actually that was probably with those ones that I took out every day.
The only time I've ever lost a contact lens whilst exercising (I'm a kickboxer and get hit in the face most training sessions!!!!) is doing very close work with my chin tucked under my instructor's and I think I scraped my eye over either his body armour or his chin or something and I lost my contact, but it technically did get pushed out!
Oh and another thing about wearing contacts. I now have almost no blink-reflex. I'm very good with people sticking things in my eye! When some optometrist had to put that orange dye in she was very impressed that I didn't even blink once when she's coming at me with this stick...
But yes, contacts good, glasses a PITA!!!
Oh yeah, and I was also told last time I went to the optician's that I have an astigmatism and that I might find my lenses a bit uncomfortable because of the shape of my eyeball. But he said I could get special weighted lenses that I could wear. I'm not sure if he meant extended wear or not, but they were deffo soft contacts.