Why do I get extremly ichy all over when I go to do exercise. This only happens every now and then.?

Urticaria. there are a spectrum of allergic conditions, a common one due to cold exposure for example. http://www.livestrong.com/article/361028-skin-itching-during-exercise/ http://www.aafp.org/afp/2001/1015/p1367.html.
Different reasons. Excessive sweating can make you itchy. Another reason could be if you work out in a gym, the chemicals used there to disinfect surfaces may be something you are allergic too. I noticed that when i was working out there.
Cholinergic urticari. Not allergy. Cholinergic urticaria is a physical urticaria. You can take Claratin (loratadine) or Zyrtec (ceterazine) 30 min before exercise. The generic is cheaper and just as good. If 1 does not work, try 2. Zyrtec often works better but 10% of people are sleepy. Benadryl (diphenhydramine) is a poor choice because it is less effective and is really a sleeping pill.