Zen, if you have the money, I highly recommend getting a light therapy box. It is a very high intensity (usually 10,000 lumens) light, and you sit in front of it 15-30 minutes a day. It's been a big help for me with my SAD.
As far as activities to help deal with the dark months, I'm usually ok until Christmas...I do a lot of decorating, and baking and stuff...keeps me *real* busy. As for the rest of the winter, unfortunately, the way I usually handle it is badly.
I do find if I keep my hands busy, crocheting is what I do, it does help.
Oh well...that's what I do.
*hugs*
mj