Alcohol abuse is probably just an attempt at self-medicating feelings of depression. Alcohol always makes depression worse. It is used not so much to feel good as it is to avoid feeling bad. Many depressed people with hangovers jump out of hotel windows on Sunday mornings. All studies positively stress the use of exercise.
Exercise releases endorphins-the body's joy juice.
The downside of this wonderfully effective treatment is that most depressed people just don't have the energy or motivation to get up and exercise. Don't try to be perfect. Remember that there are more than 6 billion people on Earth, and hundreds of thousands of them can do even better what you do best. Open up more. Men just don't want to admit of anything that takes away from the macho image.