For light depression, for me a trip to the Starbucks at Target works. I then can wander around for a while and take my mind off of me.
When it starts to get serious, I have to make myself get off of the couch and walk. Taking in the fresh air does wonders. Also, making plans with a friend works well. Any activity that allows your mind to focus elsewhere is helpful.
And, like someone else said, make sure your sleep is regulated. Lack of sleep is the biggest indicator for me that I am in trouble.
Many on here don't experience this problem, but I become very self-destructive when depressed, so I ask my husband to make sure he helps me regulate alcohol intake and med use.
Good luck, and I hope your condition improves soon!
Bluemountains