I do many things to help myself not be so depressed -

Listen to music
write
counbter and negative self talk with three positive statements
use workbooks such as
Mind Over Mood
The Depression Workbook
The Courage To Heal
Write and or call a friend
Look for the positives in any situation
Journal writing
Take a walk
Ride my bike
Take a bath
Play withe my cats
draw

the list goes on.