While I acknowledge that eating nothing has a lot of merit (you don't have enough blood to run both your stomach and your muscles), it's not something I can do. When I try to go for a run without eating something, my body refuses to obey me, my muscles scream protest, and my brain tries to go back to sleep. It makes exercising so miserable that I start to hate the entire concept of working out.
What I do as a compromise is to eat a small breakfast of mostly carbs, a mixture of complex and simple. My favorites are a single packet of oatmeal (Quaker Cinnamon & Spice has enough sugar to satisfy my sweet tooth and get me going), wheat toast with peanut butter (yeah, yeah, it has fat and protein too), or a small bowl (~1/2 cup) of cereal with soymilk.
I try to give myself 15 minutes to digest a bit before I go to exercise. With a breakfast of carbs, that's usually enough. The higher in fat my breakfast was, the longer I have to wait before exercise, so I save the waffles and doughnuts 'til after the workout.
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