Psychologically: Good beer and food and funny conversation and a shared fun activity with friends (Drunken guitar hero 2 on the big screen, darts n beer, dvd's and beer, canoing and beer, etc etc)
Physically: Working out with weights. Nothing feels better body wise (except for taking care of yourself cf wise with the vest nebs etc) than pushing a lot of weight and feeling your body respond with a rush of endorphins and general mood altering chemicals. I personally think that if all CF patients worked out to some degree within their means, consistently, much of the depression and side physical symptoms associated with CF would mostly go away.