One of the keys for me is getting outside while the sun is up (the higher the better) and doing some kind of exercise - walking, biking etc.

Bubble baths are good too. Especially with a book on tape. Reading is good too, and listening to music.

Sleep is another one. I'm constantly sleep-deprived because I stay up at night doing homework, and don't usually get to sleep in and make up for it. It's amazing how much better I feel when I get caught up on sleep. Back when I didn't have to be anywhere during the day, sometimes I couldn't tell the difference between being cold or being depressed. My solution to either one was to go to bed.

Knitting or other crafts, social contact, helping someone else, learning something, etc., and generally staying busy, are a few more of my strategies.