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I've tried pretty much everything for fighting depression - drugs, meditation, the lot. The only thing that consistently works is running nearly every day. I assume any intense cardio will do, though something outside is obviously better.

I think a lot of the first line remedies for depression (such as exercise, increase social contact, sleep better, etc) highlights the issue with empirical methodologies used to describe experience. Correlation really becomes causation at a certain point.

People who sleep well, have strong social lives, and exercise frequently are rarely depressed. This isn't because of some biochemical reaction, but simply doing the above doesn't fit the definition of depression.

The problem with relying on exercise as a coping mechanism is that you may get injured and therefore will have no fallback.