I exercise pretty regularly. Last year I did 2x 1/2 marathons and the tape came loose and the sensor pulled itself out bouncing the the first one which was sort of a drag as I had just gotten it and found it very helpful. The second race, I asked around and some friends recommended Flexfix Opsite tape (http://www.healthykin.com/showproduct.aspx?ProductID=1231&SEName=smith-and-nephew-opsite-flexifix-transparent-tape) that has worked GREAT for holding the sensors down through all sorts of running and biking and a little bit of martial arts.
Re the BG, I try to work out without a lot of insulin on board, leftover from prior boluses. A lot of times I’ll go running after work and then eat dinner or, on the weekends, I’ll wait around 3-4 hours, do errands or chores and then go for a longer run. I am not a big fan of going first thing in the morning but that can work too?