I'm heavy into cross-training...
...I do all the gym rat stuff, but in the summer, I alternate days on the court with something like 50 miles or so a week on the road bike. Also mountain biking, when I can, which is really good balance and quickness training as well as strength and aerobics. A lot of days after something like two hard hours on court, I will cool down with an easy to moderate 15 to 20 mile jaunt on the road bike, which helps strengthen all the muscles and stuff that support the knees and seems to help strengthen and unkink my back. I did Ride the Rockies this year (380 miles in 6 days over 3 major Colorado mountain passes), and I really felt stronger and quicker on the court after the ride.
In the winter, I try to ride when the roads permit, sometimes we can play tennis outdoors, but mostly I'm a Masters Alpine ski racer. I'm on snow 4 to 5 days a week, training, free skiing, or racing. Slalom, especially, helps my quickness for S&V tennis, which is what I prefer. The main thing is that I don't feel like have to work at the cross-training stuff I do, it's just play in another form just like playing on a tennis court. And after a long winter of mostly skiing, I'm really antsy to get back on the court again...