It depends on the positions and how much you put into it. Supposedly, "vigorous" sex burns about 400 Calories an hour (or 100 Calories for 15 minutes). However, I don't know if we've ever had really fast and hard sex for a solid hour...ouch.
Hells yeah! We're all over the bed. Some of the time, we're all over the room! It's a workout. If it leaves you sweating and panting and waiting for your heart rate to return to normal, you've gotten some good exercise in there.