Do we play judo or do judo?
Do we do shopping or go shopping?
We play sports & games We do martial arts
We use *go+ing* for activities that require a lot of space and distance, when we move from A to B.
Example dialogs:
Do you want to go jogging with me after school?
Sure, let`s go jogging in the park.
Do you want to play tennis on Sunday morning?
No, thanks. But I will play table tennis with you!
How often do you do karate?
I do karate and kendo three times a week.