Exercise (and alcohol) good for your brain
The article describes a study showing that exercise helps human brains build more neurons (a process called neurogenesis). It also reports on some mouse studies that indicate that the exercise actually improves intelligence, at least in mice.
It also goes on to list some other things that induce neurogenesis including not only exercise but also marijuana, alcohol (in moderation), sociability, and chocolate.
Bad for neurogenesis are saturated fat, sugar, and stress.