First, I would like to clarify that when I say "depression" I am
not referring to the kind of clinical depression that you need to see a doctor for. I am referring to the more mild depression that many (most?) of us experience at some point in our lives.
I'd also like to say that I'm not trying to give advice. Depression is a very personal experience and I think sharing our stories will do far more than trying to distill them into universal advice.
A lot of people in this thread, and all threads like this, are recommending exercise. I think there are actual studies that show exercise being a good way to fight depression, so this is good advice, but for me personally it was not the right answer.
I tried exercise as a fix and it did very little to help me. It created another obligation in my life. Something else on the endless list of things that needed to be done between 6PM and 11PM on the weekdays or on the weekends. It felt like my entire life was being consumed by having to do things and the pressure to be doing more things. Learning things, writing code, making music, making video games, woodworking, photography, learning to cook, etc. The key point here is that I felt no intrinsic motivation to do those things - I just felt unending pressure to do something productive all the time so that I could get that next job, make millions of dollars, become internet famous, or at least finally like the person I was.
In the end what helped me more than anything was learning to let myself off the hook. Yes, there are people out there who work 10 hours a day and contribute to fifteen different open source projects in their free time. There are people my age touring the world as masters of their chosen instrument.
It's okay that I'm not one of them. I have redeeming qualities that those people don't have. My perspective and experience are just as valuable as theirs. My life is just as valuable as theirs.
There are a good many things that I should improve in my life. I'm overweight and don't exercise much. I should walk my dogs more often. I drink too much soda. I stay up too late. If there is a pizza present, I will eat too much of it. I don't have any productive hobbies at the moment. I should save more money and play less video games. I should call my Mom more often.
Thinking about all of those things, and especially trying to fix them all at once or too fast, will bring me back into depression and anxiety. Instead, I need to balance my thoughts and give myself credit for slow, incremental progress.
I don't beat my wife or my dogs. I'm not addicted to meth, tobacco, cocaine, heroin, or alcohol. I pay my taxes. I put money into my retirement account every month. I don't steal. I do good things for other people. I donate to my local NPR station.
There are so many good things about me that get lost when I only think about the bad things. I will never become a famous musician, prodigious coder, or Nobel prize winning scientist. Accepting that and trying to love the person I am now has been the best fix for me.
I hope that this story is helpful to anyone who takes the time to read it, and if anyone else is willing, I'd love to hear your stories about depression.