How should I cope with my depression in addition to medication?

See a psychologist. Psychologists and other psychotherapists provide treatment that not only helps now and but helps prevent reoccurences.
See Below. Start if you haven't yet, individual psychotherapy -- will help you figure out ways to manage stress, and build up symptom awareness. Establish a routine for yourself--bed time routine, things to do for the day; positive affirmation, relaxation to help you manage stress; self-care routine -- what can you do for you; celebrate your own accomplishments; focus on positive aspects of the environment.