I've kinda been battling the "exercise helps boost your mood and well being" because... well... it's work. And when you're depressed, putting energy into anything can be a struggle. I also didn't buy into the whole thing. But I have realized, when I force myself to do it - yes, force - I feel so good afterwards! I feel motivated, I feel accomplished, and it lasts all day. I just have to force myself, though. It isn't something I ever "want" to do... if I thought about what I "wanted" naturally, I'd never get moving... when I exercise, I don't think about it. I make it systematic. I just do it (Nike, anyone?). And yes, it's hard, especially at first. But it is also very empowering.
As for sugar intake, mostly refined super-sweets... even cutting down on those has helped me. There have been studies on food and chemicals and how they create reactions in the brain which can affect mood, anxiety, energy, etc. Check out this great book, you can get it on Amazon or in any book store (Borders, Barnes and Noble, etc):
Food & Mood: The Complete Guide to Eating Well and Feeling Your Best by Elizabeth Somer, M.A., R.D
I own it, it has a ton of information in it. Very good resource.
