https://moodgym.anu.edu.au/welcome
I found that site very helpful. It's a free online self-help cognitive behavioural therapy program.
I also read a few books that helped me get through some rough patches. I still go through them from time to time to refresh myself. There's "Self-Coaching: The Powerful Program to Beat Anxiety & Depression" by Joseph J. Luciani, as well as The Anxiety & Depression Workbook for Dummies. There's a few others, but can't remember the names off the top of my head.
Exercise and getting enough sleep can make a big improvement too.