I would imagine that this specific unsolicited advice would work with whatever physical activity you are into, but I happen to really love hiking, so that is what I am going to talk about. For me, nothing helps me mentally or physically like hiking. It is a good alternative to the gym because it is impossible to get bored when you are surrounded by nature. Even if you do get bored, by the time your realize that you are bored you are a few miles in so you have to find your way back to your car.
Not only does a good hike make me feel like I am growing a spectacular butt (because unfortunately the powers that be were like, 'nahhhh,' when it came to my rear end), but I also feel like anything I am dealing with in life somehow becomes much less overwhelming surrounded by nature.
If you are the type of person that would never go on a hike by themselves then pick a friend to go on a hike with, you social butterfly, you. As an intense introvert (don't worry, I have friends, I just don't like to hang out with them that often), I would never go hiking with another person if I could help it. It messes up my 'me time.' But do whatever works for you. Just hike it out!