On days that I exercise should I up my calorie intake? And if so by how much? Some days I walk, other days I do a work out tape that is medium or high intensity.

Not if you still want to lose weight. If I were at my ideal weight, I would--but I'm not, so I need that calorie deficit. Be sure you are eating enough though! I've seen people trying to lose that are exercising vigorously and trying to eat under 1000 calories a day. It's important not to push your body into starvation mode, or it will hang onto every bit of fat it can.

I totally agree with Kelley, unless you are at you're ideal weight and trainning really hard with weights and all I wouldn't up it just yet....