I just posted this in the panic attacks section, but since I also suffer from depression, I thought it was relevant here too and I would love to share ideas.
Here is what has helped me:
Byron Katie's "The Work" - WONDERFUL!!!!!
Distraction and Exercise.
Reading Patrick Holford's "Optimum Nutrition for the Mind"
- I am amazed by how much fish oils have helped me calm down.
The Option Institute.
Reading Eckhart Tolle.
Reiki and complimentary therapies.
The Panicaway Website.
Sending you all love and light!!!