What do I do? Let's see... I try to distract myself from it, mostly. My main hobby is video games so I immerse myself in them until I forget about my depression. It can be really hard sometimes because I'll lose interest in any game really fast, or just won't enjoy it. In which case I usually end up masturbating a lot, just to feel something good.
I also tend to come on here and post something, and the replies can help. So you're working in the right direction