Hi Paul,

There are plenty of good exercises but can be difficult to describe in text - I'll have a go.

1.) The first one to start off with improves how the muscles work together and is good for those who are either muscle bound or have specific/generalised weakness. 
Lie on your back with your knee pointing straight up to the ceiling.  Do very small, very slow circles (imagine a laser pointer on your knee drawing a circle on the ceiling) gradually getting larger until they are maximal and then get smaller again (should take about 3-5 minutes). Repeat going in the opposite direction and then on the opposite leg.  The circles should ideally be perfectly round and putting a hand gently on the side of the leg can aid in giving feedback for this exercise.

2.)  This exercise strengthens a specific muscle called gluteus medius which is often weak in runners, team sports players and martial artists.  It's weakness can cause knee, hip and back pain/stiffness.
Lie on your side in a straight line so your hips/pelvis are/is perpendicular with the ground (this is very important and a hand on the upper hip can help you sustain this position).  Move your top foot one foot above and six inches behind the lower one.  Angle your knee towards the ceiling.  For a start hold this position 10 x 5 seconds.  You can extend this by holding the leg and doing pulses or small circles (max. 6 inch diameter) clockwise and anti-clockwise with a straight leg.
Do not let the pelvis fall forwards or backwards and do not lift the leg too high or let it move forward.....

Hope these help,

Cheers,

Tom