This is a pretty rough time of the year for everyone. Less sun, cold temps, S.A.D...On top of that, I made a huge a career mis-step last year and went from a satisfying job with a great boss to a boring job with a nasty, stress-inducing boss. A depressed person's worst nightmare. They take your feelings of inadequacy and just ratchet them up even tighter.
I've been trying to force feed myself positive thoughts. Whenever I make a grim prediction of the future or tell myself that I'm worthless or stupid, I try to picture Frau Farbissina from Austin Powers shouting "LIES ALL LIES!"
I've also gotten more in touch with my religion. I realize not everyone believes in that, but FWIW, it helps me. I believe that sometimes bad things happen to us to teach us a lesson. Suffering is inevitable no matter who you are, but if you learn something in the midst of the suffering about life, then it was not in vain.
I still have thoughts about self harm or suicide, but when a suicidal wave of depression hits you, you just have to brace for it and wait for it to pass.