i have some problems with both anxiety and depression, and for me, i found that doing Taoist Tai Chi works wonders.
Taoist Tai Chi, just so we are clear, is the form of Tai Chi that is a form of meditation, and the martial arts moves that are derived from the actual Tai Chi fighting style are done in slow motion, and are more exaggerated and extended.

i personally prefer it to other forms of meditation because it is "meditation in movement." (as it is actually often called) i tend to be a little fidgety by nature, so sitting in one place for long extended periods of time without moving at all is hell for me. (Well, okay, i would do it if a Dom told me too, obviously.)

But i tried Taoist Tai Chi and i loved it..i really do forget about everything else while doing it and that is hard for me. And it does genuinely make me feel good.
i highly recommend it to almost anyone.