There's another reason why your brain loves physical exercise: it promotes the growth of new brain cells. Until recently, received wisdom had it that we are born with a full complement of neurons and produce no new ones during our lifetime. Fred Gage from the Salk Institute in La Jolla, California, busted that myth in 2000 when he showed that even adults can grow new brain cells. He also found that exercise is one of the best ways to achieve this.
In mice, at least, the brain-building effects of exercise are strongest in the hippocampus, which is involved with learning and memory. This also happens to be the brain region that is damaged by elevated levels of the stress hormone cortisol. So if you are feeling frazzled, do your brain a favour and go for a run.