When I'm low I tend to switch on my music and plug in my iPod to be in my own world. The irony, when I am at my lowest, I actually do want to talk, but I make it very clear to the person who I feel I can trust. At my LOWEST, I feel like I can crack and burst into tears.
But people going through real depression don't appreciate hearing "how are you" when it's quite obvious. Just having someone around can be comforting