Talk to your GP - Change your GP if s/he isn't sympathetic.
Talk Therapy - group or individual.
Mind.org.uk (Mental Health Charity). Counselling
Mind.org.uk Cognitive Behavioural Therapy (CBT). This challenges negative thought patterns.Meet up with friends and/or family.
Educate yourself and the people around you about depression. Show them scientific evidence and research.
Don't neglect your hobbies and interests
Join associations/groups specialising in mental health and depression.Eg. Mind, Depression Alliance.
Go outside every day. Fresh air and daylight are essential to wellbeing.
Visit the coast.
Explore your neighbourhood by foot. Or just explore - anywhere, anyhow.
Buy a lightbox (particularly helpful if you suffer from SAD - Seasonal Affected Disorder).
Antidepressant medication. There are so many on the market you may find one to suit you.
Alternative therapies -
Clear clutter in the home. Clean your house. This can contribute towards depression big time.
Get organised! I'm the world's worst!
Creativity - very good for psychological problems. Scribble. Doodle. Clay modelling...
Learn something new. It'll give your mind something fresh to think about.
Take a bubble bath.
Do some exercise. Move yer body!
Go for a run. Not my thing - I hate it - but some love it!
I enjoy gardening.
Try being more loving towards your partner.
Listen to upbeat music.
Record your mood from hour to hour. (Doctors love this! It gives them a good idea of the situation you're going through).
Record your medications - dosage, when taken etcetera...
Write. (I used to write what I was thinking when I couldn't put it into words. Very helpful).
Write for the fun of it.
Try adult education.
Visit art galleries.
Pet your dog/cat/guinea-pig.
Watch a favorite TV show.
Go to the cinema/theatre/concert.
Do some puzzles (crosswords/wordsearch)
Play a musical instrument.
Punch a punch bag.
Redecorate your home, or perhaps one room. (We're doing the whole shebang, neglected for years).
Try aromatherapy (candle, lotion, room spray).
Read a good - funny? - book.
Pray. Visit your local church.
Study the sky in daylight and on a clear night.
Write a letter or send an email to a friend or family.
Face your fears - but don't be too brutal to yourself!
Paint your nails, do your make-up or hair. If you look good, it can make you feel good.
Banish toxic people from your life, even if they're family. (I had to do this.)
Surround yourself with positive, supportive people.
Don't drink too much alcohol.
Hug a pillow/stuffed animal/your partner/mum/dad/friend.
Build a pillow fort.
Be childlike (not childish!).
Do something adventurous. (We go canoeing and occasionally cycling and lengthy walks).
Take a trip abroad.
And I'm sure there are more. If anyone has any further ideas, do let me know!