Core Exercises. Typically core strengthening exercises are the best to help relieve pressure and forces in the spine. I would try and google some or look them up on youtube to see descriptions. If you can do them yourself, wonderful otherwise ask your doctor to get a referral to a good physical therapist for further assistance.
Called McKenzie ones. This depends on what positions aggravate or minimize pain-find neutral or pain free postures. This can be evaluated by a physical therapist. You should avoid any rowing/ twisting/bending repetitions. Cardiovascular exercise is fine but you may need to cross train based on symptoms. Core workouts such as yoga & pilates may help. Definitely no free weights in terms of dead lifts or squats.
See a pain doctor. Each person needs to be evaluated on an individual basis. There can be several reasons for "sciatica" or pain down the leg. Lumbar disc inflammation with or without nerve impingment, facet joint irritation, sacroiliac joint irritation, piriformis syndrome. A thorough physical exam and diagnostic studies will help determine what exercise will be best depending on your diagnosis.