It is proven that excercise makes you happy :). Since a few months I am hooked on Les Mills weight training program Bodypump. I feel stronger, more active and yes, after a work out I definitely feel happier.
Exercise increases your levels of phentylethylamine, a mood lifting neuromodulator. Next to this researchers believe that exercise has a significant long lasting antidepressant effect.
So I would say, find a work out that suits you and nurtures your need for fun :).