On the exercise front, try doing 10 mins a day of something intense. Let the frustration out in a constructive way. Some things I like doing a hitting a tennis ball against a wall, kicking a football/soccer ball or getting some dumbbells and lifting some weight.

If you have more time, a game of squash with a friend can be awesome and very cathartic.

Harry Hexagon, very good post I must say. Recognising one's faulty negative thoughts really does make a huge difference. I know it's helped me a great deal.

Regarding medications, there is more than one sort, one was recently linked to suicidal feelings. That does not mean medication should be ruled out altogether, it has its place. Not only that, you don't self-prescribe these things anyway, it's part of a holistic approach that should be worked out with a health professional, who knows the relative merit of each available option.

Good luck with it.