A couple of months ago, before I became an addict, I used to work out a lot. As soon as I stopped that and started junk food, I fell.
I think that there is a lot of truth and wisdom in this observation of yours, and have found a similar pattern in my own behavior. Exercise is not in itself a remedy, but the discipline is a good barometer of holistic health, and the hobby aspect is a magnificent alternative. The "letting yourself go" (junk food, etc.) is likewise a great indicator, and the beginning of a downward spiral. It is one of the "danger signs" that, with practice, one can recognize and use to correct behavior early on (which I learnt in CBT - cognitive behavioral therapy).
My Rosh Yeshiva (principal of my religious seminary) was a great proponent of exercise for the bochurim (young men).
To help us learn self discipline, try this suggestion from our Sages, mentioned in Mussar sefarim:
In order to break the hold out Teivos (desires) have on us, whenever we eat, we could consciously avoid eating to our fullest desire. At the end of each meal, three times a day, take the last little bite(s) of the food and drink you were planning on finishing, and set them aside "l'zoreich bori" (for the sake of my Creator). Don't set this aside at the beginning of the meal, rather let it be the last pieces on your plate or in your cup, and then refrain from eating and drinking them. And say "I am doing this out of respect to my Creator, in order to not fullfill all my desires." This is greater than difficult and draining all-day fasts, for it is every day, 3 times per day, and trains us into the attitude that "we are no longer forced to obey our urges and desires." As one of our Holy Warriors on the 12 Step Conference put it, "We are NOT our Inclinations. They do not define us."
This conditioning will have an effect on our ability to withhold from temptations in many areas.