Exercise has helped me through 4 years of recovery and I do feel significantly better when I do it on a regular basis but it is also important for me to take breaks for sore muscles and illnesses. I love working out so it's hard for me to take those breaks, tonight I am going to go roller skating- I hate jogging, but I've still found a million other ways to exercise. once I'm 15 minutes in, the endorphins kick in and I imagine myself fighting my depression and pushing the blues away by swinging my arms. When I think of it as a part of my treatment plan it no longer seems like torture. Have you considered changing up the ways you exercise? Maybe a dance class? Kickboxing? Jazzercise? Make it fun and keep it interesting! Oh- and never underestimate youtube. There are so many free workout videos online, fitness blender is helpful too.
* to answer your last question - I can not go an entire month without exercising without the blues coming back. I can go a few days, no problem, but it definitely effects my mood negatively when I don't exercise for long periods of time.