Human bodies are designed for regular physical activity. The sedentary nature of much of modern life probably plays a significant role in the epidemic incidence of depression today. Many studies show that depressed patients who stick to a regimen of aerobic exercise improve as much as those treated with medication.
Routines may include taking a warm bath or a relaxing walk in the evening, or practicing meditation/relaxation exercises. Psychologically, the completion of such a practice tells your mind and body that the day's work is over and you are free to relax and sleep.
I am a particular fan of integrative exercise - that is, exercise that occurs in the course of doing some productive activity such as gardening, bicycling to work, doing home improvement projects and so on.
The most common objection that I hear to walking as exercise is that it's too easy, that only sweaty, strenuous activity offers real benefits. But there is abundant evidence that regular, brisk walking is associated with better health, including lower blood pressure, better moods and improved cholesterol ratios.
Many exercise forms - aerobic, yoga, weights, walking and more - have been shown to benefit mood.
For many in the modern world, carving out time for both traditional seated meditation and exercise has become close to impossible.
Even low-calorie diets and vigorous exercise fail to work in the long term for at least some people.