Songs - I listen to uplifting Christian music. I think that many of the songs are based on people who are struggling with something. Generally offers something that is uplifting

Books - the local book store should have plenty

Movies - I haven't seen a lot that deal with depression - though here are some movies that deal with mental health that I've connected with..

"A Beautiful Mind" - Russel Crowe has an incredible performance protraying John Nash's struggle with Schizophrenia (based on a true story)

"The Aviator" looks at Howard Hughes' (played by Leonardo DiCaprio) It chronicles Hughes' struggle with his physical disabilities/phobias, and with his increasingly erratic, obsessive-compulsive behavior that leads him to isolate himself from the world.