I am just going to add something about sleep, as it seems all most of the nutrition and exercise elements have been covered by the above answers.
Been sleeping more than ever. Used to sleep 9 hrs a night now sleeping 9.5 to 10.5. Go to bed around midnight and get up around 9-10:30 (I was laid off from my finance job about 6 months ago, I know I sound depressed and I may be a little but depression runs in my family, hence I always have bouts of depression).
I think in addition to trying the diet and exercise changes above, you should try to go to bed when it gets dark and wake up naturally with the dawn, then get up when you first wake up (do not lie in bed once you are awake). Just try it for a week, that's all, and see how it changes the groggy feeling you have. If you have nothing to do in the morning, try some tai chi or yoga perhaps or spend time making a good protein and fat rich breakfast (don't cut out the eggs!).
Sleep in a completely dark room all night and this may help 're-set' your circadian rhythms. If you need to get up in the night, use a candle to see by (or very low lighting)....sounds kinda 'caveman like' doesn't it?
To keep in balance with this, get plenty of sunshine during the day...this may help remedy the bouts of depression you sometimes get.
You say you are waking up stiff, this maybe because you body is still de-toxing from your SAD diet, which can leave the muscles stiff upon waking. If you have a stiff neck you may also have candida (paleo is a natural anti-candida diet but see here for more details of tried and tested anti-candida foods/remedies). In addition, your muscles may be stiff because they are releasing heavy metals into your system, again from your recent diet improvements - here are some protocols for heavy metal detox.
Remember, it has only been a month; 'be gentle to yourself' is probably the best advice you can hear right now. Time is a great healer.