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This study focuses on the prevalence of exercise and health-related leisure activities (smoking, drinking), across groups of subjects, defined by personality and gender, in relation to subjective well-being. Results from a cross-sectional survey of 187 participants are reported. Males (n = 80) reported more drinking (p <0.001) and smoking (p <0.001) than females, though they also reported higher habitual physical activity levels (p <0.001). Females (n = 107) reported more frequent use of social support coping (p <0.01). There was a positive association between extraversion and self-reported habitual physical activity as well as alcohol consumption (even when controlling for gender). Neuroticism was not related to any of the exercise and leisure activity variables. Multiple regression analyses predicted 34% of variance for the depression-enthusiasm and 39% of the variance for the anxiety-contentment measures of affective well-being. Neuroticism (p <0.001) and avoidance coping (p <0.05) were the only significant predictors of both anxiety-contentment and depression-enthusiasm. It is concluded that the influence of individual differences such as personality and gender on coping behaviour and well-being is consistent with social learning theory research. Limitations of cross-sectional research designs necessitate caution with inferring causal paths. Recommendations for future research are presented concerning the use and value of repeated measures designs within research into exercise and well-being. [ABSTRACT FROM AUTHOR]