I think Robert42's first post summed up any advice I might give. Exercise and a healthy diet. Particularly one focusing on anti-oxidents and natural ssri's, such as st. john's wort, will do wonders for depression without resorting to pharmaceutical side-effects.

Setting any project for yourself, whether its exercise or meditation, and just resorting to that when you're bored or depressed, in addition to regular practice, is a solid step.

I'd personally advise against chicken soup for the soul. As I find those books depressing as hell. To each their own though...