I looked into the idea of tanning beds and in some people at least they do boost levels of endorphins (feel good chemicals) so might help; only problem there is, if they do that for you, you can get hooked ! ( I kid you not, I have a friend with this prob.) Typical addicts are often exercise-addicts. Apart from that a tanning bed will give you Vitamin D. But it will also have a slight risk of giving skin cancer - not usually a problem unless you are going to all the tanning salons in town for the max time... that's how the addicts avoid the safe max rule.
Probably one of the safest things to try, if maybe useless.