Reading and writing are very good mental exercises. If you combine the two it is even better. The idea is really simple. First read what you like and then write what you understood. Benjamin Franklin used to do it. If you read something good it is impossible to not think about it. Writing is just like thinking only more concrete and disciplined.
I don't know about you but my mind starts to wander easily. Writing demands from me an absolute attention to my thoughts. Which means I think more deeply and clearly when I write as compared to when I don't.
According to socrates to live the best life one must be trained in music and gymnastic. Music he refers to a poem of the soul. Something to lift the desolate spirit. Thoughtful words of wise men can become socratic music. Gymnastic he refers to physical exercise.