If the hectic holiday season and economic slump are making you tense, try exercise—not eggnog—to improve your mood.

We all know about the physical perks of working out—leaner body, stronger heart—but the mental benefits are just as important. Exercise can boost your mood because it ups production of endorphins, the brain's feel good hormone. It also lowers levels of stress hormones, like cortisol. Bottom line: a sweat session can help your brain and body cope better with anxiety.

"The big impact of physical activity on stress is people feel better, think clearer and are more productive," says Daniel Hughes, Ph.D., Instructor in the Department of Behavioral Science at M.D. Anderson. In addition, staying active improves your self-confidence, helps you sleep better and combats symptoms associated with depression.

Divert Yourself with Exercise

"People seem to get the stress reduction effect from exercise just from the distraction of doing the activity," says Hughes. While you'll get mood-boosting benefits no matter what the workout, it helps if you enjoy yourself at the same time. If you're a sports buff, join a local league. Love running? Train for a 5K. If you like what you're doing, you'll be more likely to stick with it and less likely to focus on your day-to-day hassles.