Here are a couple of websites I like:

GET.gg Cognitive Behaviour Therapy Self-Help Resources

www.psychologhytools.org

They have all kinds of things you can download and print off-like worksheets, etc.

There are alot of good books out there, and many libraries have them. Here are some books I've checked out from my local library:

Get It Done When You're Depressed, by Julie A. Fast & John D. Preston

Breaking Free From Depression, by Jesse Wright and Laura W. McCray