Incorporating regular exercise into your weekly routine is a great way to reduce stress, stave off depression and generally look and feel more healthy. It is also a way in which you can be alone, if this is important to you.
Running is perfect for me, because it is so simple and requires so little equipment (a pair of trainers, a t-shirt and some shorts). It also legitimizes me being alone, for an hour or so. Something essential for my mental health.
You may not need regular and frequent time alone but if you are mildly depressed or anxious, or suffering from any form of stress, I recommend that you get running, swimming or cycling. Yoga is also a fantastic form of exercise – for body, mind and spirit.
The more scientifically minded should check out the NHS website: http://www.nhs.uk/conditions/stress-anxiety-depression/pages/exercise-for-depression.aspx. Here, a GP recommends exercise for better mental health.