For me, the difference in my mental and physical health, to say nothing of my alertness and mental clarity, is night and day when I'm running every day. I run 3 miles a day (been running since I was 12 years old, sometimes competitively -- at my best, I was one of the top high school runners in the state of Pennsylvania); it takes only 20 minutes a day, relieves stress, and I feel very relaxed and lucid afterwards. I also noticed that the same amount of sleep takes me farther when I'm exercising than when I'm not. The resultant energy boost tops caffeine.
When I find that I can't run (because of weather, scheduling issues, traveling, etc.), I just do some simple yoga stretches for 15 minutes, and even that really helps my attitude and alertness.
EDIT: Growing up, I was always the scrawny nerdy computer hacker kid that got picked last in gym class who couldn't even catch a ball who was so fed up with it all that I trained and worked my way up from last place runner to state-caliber athlete, so if I can do it, you can, too. I still can't catch a football though.