I used to be the business manager for a psychological clinic. When treating depression, the first thing prescribed was a regular regimen of exercise. In a lot of cases, anitdepressents were not needed. I can certainly say that during rough times in my life, exercise was a primary focus. I think one of the hardest things to overcome in starting an exercise program -- no may what it is -- is sticking with it long enough that it becames a habit and you realize you don't feel as good if you don't exercise.