I can definitely relate to this, especially in Winter when the days are so short (and, alas, in Summer when the days are so HOT!).
Over the years I have furnished up quite a bit of gym equipment so I can do a pretty good workout at home, but the thing that is best for getting me going is walking at least part way to and from work - if I can do that a few days in a row I get way more motivated to do other forms of exercise because it makes me feel good physically, and feel good about myself.
I also recently discovered that I LOVE jogging (slower than a snail) and when the weather is suitable that is one of my favorite things. I highly reccomend the Couch to 5k program for non-runners who would like to start running - it is SO simple (especially as there are a couple of free podcasts that do the pace changes for you) and makes it really easy to progress. It gave me such a feeling of accomplishment,not to mention the famous 'runner's high'.
Working out is one of my most reliable ways to improve my mood (so long as I can actually make myself start) and I love that it will pick me up form depression, AND calm me down from anxiety. I have never regretted a workout, it is always a good choice for me.
That said it can still be hard to start. It can be frustrating that something I really enjoy, and that really benefits me can still be so hard to just DO.