I agree, everyone is different. No amount of exercise, though, could pull me out of the depression I was in. I needed the medication and luckily, for me, there were relatively few side effects.
The only point I was trying to make is that some people need more than exercise and just telling someone to go play tennis or ride the stationary bike, etc. and they'll feel better isn't true for some people. Depressed people often kill themselves, so it's important that those people seek medical help.