Well, Deeg, as you know there are many studies about exercise and mental health, but I'd also be interested in seeing more cycling-specific research. Here's a little something I dug on up on Google. You've got to scroll down to reach the part about cycling: http://www.depressionet.com.au/articles/exercise.html

I'm pretty lucky in that I've never, ever had to talk myself into a bike ride. In 25 years or so of regular cycling, my passion for the bike has only grown.