Dealing With Depression

Ignore this doctors and drug bullshit: that'll do far more harm than good.

What I've found to help the most is to take things in small bits. Don't think about the entire marathon you have to run. Just focus on getting next step. That helps a lot.
And also general patience. Learn to be patient. When things go bad, sigh, and take it again in small bits. Don't allow yourself to be pissed off because blowing a gasket begats blowing more gaskets until all you do is blow gaskets. So just sigh, ackowledge things went wrong (in a HEALTHY way), smile, and keep chipping away at it.
When things are really desperate (when you feel like you're falling down and you don't really even want to stop), just talk to somebody. Don't find a goddamn doctor. Go out and volunteer instead of playing games. Volunteer for a few hours, and talk to that old lady chatterbox. As stupid as it sounds, I'v found that just talking, about anything, really helps.

Jam it back in, in the dark.