"Endurance exercise such as walking, swimming, cycling, and jogging helps to put the brain in a state where it can relax and your mind can wander. If you do this regularly, it can be very powerful for stress reduction, and decreasing symptoms of depression and anxiety."
Again, many preach that endurance exercise or prolonged cardio should NOT be done. Others such as Dr. Wells preach a much more balanced approach to health.
The important thing is that YOU find what works for YOU, and DO IT REGULARLY.