I know that when you have just the plain old blues, exercise can help, but what kind? I am feeling a little down, and would like some help getting back up.

jogging or bike riding are my sports of choice.

Aerobic exercise and a low fat, low sugars diet, can energize you and help you feel better for a while. I stress low sugar because simple carbs can make you feel worse.
If the blues stick around for longer than 2 weeks, I would see my family MD for a checkup.

I always find that taking a walk can be very
beneficial. It is a good way to get all of
your thoughts organized and analyzed.

Its kinda like meditating

There is documented proof that the brain releases endorphins that actually reduce "the blues" and other similar emotional lows when they exercise. The process of exercise actually feels good after a while and that improves emotional health and well-being.

Absolutely. If you can manage to do it regularly (3 times a week), the good effects will last longer.

I do yoga, like, everyday...its just fun..and if you do it with good soothing, but happy music, its very uplifting.

meanwhile my friend likes to beat-up her punching bag while listening to up-beat(no pun intended) music...

My other friend just runs...like all the time, like she'll never ever stop..every day. It freaks me out cause I could never run like that..but she says it relieves stress.....

Even when it's awful outdoors, cleaning the garage or rearranging all the closets helps the blahs, because there's your accomplishment, right before your eyes! Of course outdoor exercise is best. If you can't motivate yourself to walk, walk a neighbor's dog or volunteer to walk dogs for the SPCA or offer to fetch library books for a shut-in. The people I know who are most consistent about exercise are those who pick some simple thing like walking or running that doesn't require pool or spa membership or special home equipment.