As a recovering addict, I love any buzz I can get. Working out--any exercise that gets my heart rate over 140 beats per minute (into the cardiovascular zone)--does the job. And in a safe way, so I don't have to cheat on my sobriety. I'm probably as addicted to exercise as I was to booze, but this is one mood-altering activity that doesn't damage my marriage and my other relationships.
The right kind of exercise actually acts like an antidepressant: increasing the activity of serotonin and/or norepinephrine in your brain and releasing those coveted endorphins and other hormones that reduce pain, induce euphoria, have a calming effect, and combat stress.