I will share my two cents, how I overcome my depression. It sounds deadly simple, and it sort of is. 1) regular excercise. Make some small, daily routine (I prefer running) and stick to it. The endorphines work wonders. The body starts feeling good after a few days. 2) (and this will be maybe controversial due to The religious undertones) regular meditation. While excercise clears your body, meditation clears your mi…
Just a few quick notes: Aerobic exercise helped me more than strength training, so, if you're depressed, I'd recommend running, swimming, and/or bicycling.
Diet has been very important, too. Everyone is different, but I find a mostly vegetarian diet, low on processed foods, to be the best for me overall.
I think meditation helped the most. It's been a tremendously useful skill that has helped me in many areas of my life. I found Vipassana and Zen-style meditation, as
Check out Mindfulness in Plain English (http://www.urbandharma.org/udharma4/mpe.html) (the author has a series of books, all are really good), and Mastering the Core Teaching of the Buddah (http://integrateddaniel.info/book/).