I wholeheartedly agree with stopdog’s suggestions of exercise, yoga, meditation, and qigong. I would also add Reiki to the list. If you like to read books, you could try anything written by Pema Chodron. I also like Flourish by Martin Seligman — he provides some practical activities for increasing happiness/well-being such as the “what went well” exercise, the three good things exercise, and the kindness exercise.

I have found that for myself, anyway, it’s not so much about improving or becoming stronger but more about liking and enjoying the person I am becoming no matter what is happening in therapy or in my life.

ETA: My life is far more about setting goals, discovering new things, living according to my values, and enjoying the person I am becoming as opposed to curing/eliminating my depression and anxiety which I don’t really believe is possible.