As somebody who has suffered from depression and anxiety, this is (mostly) fantastic advice. I waited so long to try an SSRI because so many insist that they don't work. Yet, when I got on 20 mg of citalopram, panic attacks disappeared leaving only occasional situational anxiety, and my major depressive episodes were reduced to just a little occasional sadness (though this is admittedly confounded with a half dozen other measures I took).
Exercise is probably the reason I survived pre-citalopram. For me, the high only lasted while I was running and probably resulted in some overkill cardio, but just having a reliable method to make myself feel better was vital.