YES! They're called Kegels and they're easy and simple to do. No nudity required, no one can even tell you're doing them! They help increase blood flow and, most of all, strengthen your PC muscles.
Here's a good site for explaining what they do and how to do them.
Jelqing can help too, but go with the Kegels first and see how they go.
Oh and you'll shoot farther and more forcefully too!