I too get hung up on the exercise thing but tend to lean towards activity in general being good for mental health. I need to get back to exercising(recovering from surgery atm) but I am not a person who can be still or sedentary or inactive. I am always running errands and involved with my kids, and have a strong social network(due to AA). I wish sometimes that my activity level included more cleaning because I am always behind on something but in general I try to keep my mind engaged with activity in addition to doing things.