Lots of options. Seek counseling. Talk with your doctor. Exercise regularly. Eat healthy. Take up a new hobby. Read a new book. Make new friends. Call old friends. Exercise regularly [repeated intentionally.] meditate daily. Take a vacation. Find quiet time for yourself. Buy yourself something. Exercise regularly [repeated again intentionally].
John Ratey's Spark. Professor john ratey (in his eminently readable book entitled spark) has documented again and again that the single most effective treatment for all manner of mental conditions, including depression, is aerobic exercise. Furthermore, it has been found that exercising for exactly 40 minutes every day enables you to "get by" on 40 minutes less of sleep that next night! try it!
Psychotherapy. unless someone is extremely depressed (suicidal, unable to get up and work, etc.) I recommend starting with psychotherapy to see if the depression starts to lift without medication. For many people after 2 or 3 months, they are in a better place. They may continue in psychotherapy for longer, but may never need to consider medication. For others medication helps.
Vitamins,hrt,fishoi. Studies show that if you have mild to moderate depression, anti depressants are as effective as placebo. Try optmizing vitamins and hormones levels, eat low glycemic foods. Take vitamin d 5000u, use b complex 100mg, 500mcg B12 daily, sam e 1500mg daily, omega 3 dha 2500mg daily and use dhea 25mg daily. Eat low glycemic foods so you do not have the big fluctuations in sugar to help your energy.