When I'm at the gym I'm concentrating on keeping going with the workout and pushing myself to exhastedness (is that a word! Probably not). It's absolutely great. Also just listening to my IPod while I'm there with some pumping music feels good too.
Before my breakup I'd never been to a gym in my life, so I was nervous about starting and wasn't sure it would help, but it really has been one of the positives that has come out of the whole thing. Also a good chance to meet some umm members for the opposite sex who like to look after themselves which is always a good thing :) The comment about it being productive is dead on too.
I went today and going back tomorrow... mainly to work off all the beer I drank tonight :)