A recent study suggests that, for patients with mild symptoms, abdominal exercises may be a good starting point.

When subjects in this study tightened their abs, their pelvic floor muscles also contracted. The stronger the abdominal crunch, the stronger the response from the pelvic floor. In fact, women got just as good a pelvic muscle workout when they did ab exercises as when they worked the pelvic floor muscles specifically.

These subjects had few symptoms of incontinence, though. Abdominal exercises may be less helpful for those with more severe symptoms. Obviously more research is needed in this area.